How to Add new country to WooCommerce countries list

This is a simple snippet from the wonderful people at WooCommerce and does exactly what you would think. Add this snippet to the functions.php to add a new country to WooCommerce countries list.

function woo_add_my_country( $country ) {
   $country["AE-DU"] = 'Dubai';
   return $country;
}
add_filter( 'woocommerce_countries', 'woo_add_my_country', 10, 1 );