Here is the completed dialogue:
A: Grandpa, why do we celebrate the 9th of May?
B: It's Victory Day, a very important holiday in Russia. It commemorates the victory over Nazi Germany in the Great Patriotic War in 1945.
A: Was your father a soldier in the Great Patriotic War?
B: Yes, he was. He fought bravely for our country.
A: I am very proud of him. Let us go to the parade together.
B: That is a great idea, let us go.