Andorra is a small country nestled in the Pyrenees.
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Pure phonetic transliteration: 'Pyre-nees' becomes 比-利-牛-斯, then 山 'mountain' is appended. Don't try to read the characters semantically — 牛 here is just the 'nee' sound, not 'cow'. Same pattern as 阿尔卑斯山 (Ālǐbēisī Shān, 'Alps').