how to decide a country is n.m. or n.f. ?
there are so many country names, how to know a country name is n.m. or n.f. ?

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Les noms géographiques qui se terminent par la lettre « e » sont féminins. 
Exceptions : 
Pays : le Bélize, le Cambodge, le Mexique, le Mozambique, le Ngwane (le Swaziland), le Zaïre (la République du Congo), le Zimbabwe ; 
Etats américains : le Delaware, le Maine, le New Hampshire, le Nouveau Mexique, le Tennessee.

Les noms géographiques qui se terminent par une lettre autre que « e » sont masculins : l'Iran, le Portugal, le Vénézuela, le Maroc, etc.

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It would be nice if there was some kind of rule for that, but unfortunately there isn't. La France, le Japon, la Chine, l'Angleterre, la Russie... You just have to learn it by heart^^

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oui.. learn by heart les pays de monde. Start with the familiar .. la France, le Canada, le Mexique.. etc.. then go to the others. I have been learning for a year and yet I haven't memorized all of them yet.

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Can  I also add that countries don't have a masculine or feminine form in English.

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Just the same way you decide a noun is masculin or feminin :)

Generally, if it ends with an "e", it is feminin.