Funeral attire: Does it have to be just black?

This coming weekend I’ll be attending the funeral of Mr. Fiance’s great-aunt. I only met her once (she’s lived in a nursing home for the last 8 years or so), but I’ve spent a good amount of time with her husband, who’s been much like a surrogate father to Mr. Fiance’s dad since his father passed away. The husband is a military man, but we’re unsure about whether there will be a military presence at the funeral.

I’m just wondering what you all think about appropriate dress for the funeral. Of course I know the basics – nothing flashy or revealing, et cetera et cetera. But looking through my wardrobe, I don’t have a whole lot of black. I do have a black knee-length pencil skirt, which I can wear with a few different tops. I also have a black cocktail dress, which might be a little too formal.

What do you think: should I go shopping, or just go with what I have? Is black the only respectable colour to wear to a funeral?