The 36-year-old actress had previously been keeping mum about her growing baby bump, but Zoe happily drew attention to it when she was nominated by her director friend, James Gunn, to do the challenge.
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"Obviously I can’t do it myself," Zoe is filmed saying in the minute-long clip, as she turns to her side and proudly rubs her belly. "So I nominate my husband to take on the challenge."
The Avatar star is heard giggling away in the background as she watches her husband get drenched in ice cold water before he leaps into the pool behind him.
In the hilarious video, Zoe and Marco also urged people to donate money to the cause, which aims to find a cure for the neurodegenerative illness ALS (amyotrophic lateral sclerosis).
The married couple then nominated five people to take up the challenge – Salma Hayek, James Cameron, Aileen Getty, business tycoon Ron Burkle and art collector Francois Pinault.
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Earlier that day, the soon-to-be parents were spotted taking a stroll around West Hollywood, California. Zoe’s bump was clearly visible as she donned a loose-fitting khaki top and leggings, while her husband looked casual in black jeans and a striped T-shirt.
The cute couple wore matching reflective sunglasses as they walked hand in hand and looked lost in their own world.
Zoe, whose publicist confirmed that she was expecting in late July, is reportedly said to be pregnant with twins. The screen queen has previously revealed that she would like to have between two and five children.
Zoe was previously engaged to actor Keith Britton, but they split after 11 years together. She was then in an on-off relationship with Bradley Cooper which ended in January 2013.