No, it is not true that when the pyramids were built, there were still woolly mammoths. The pyramids in Egypt were built around 2500 BC, and woolly mammoths (Mammuthus primigenius) became extinct around 4000 BC. Therefore, it is not possible that woolly mammoths would have been present at the time the pyramids were built.
Woolly mammoths were a species of elephant that lived in the Northern parts of North America, Europe, and Asia during the last ice age. They were adapted to cold environments and had long, shaggy fur, a long trunk, and long, curved tusks. They became extinct around the end of the Pleistocene period, likely due to a combination of environmental changes and human hunting.
The pyramids in Egypt, on the other hand, are ancient structures that were built as tombs for the Pharaohs and their queens. They were constructed over a period of several centuries, beginning in the 26th century BC, and are considered one of the wonders of the ancient world. The pyramids are made of limestone and are located on the west bank of the Nile River in Giza, Egypt. They remain an enduring symbol of the achievements of ancient Egyptian civilization.
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