If you have the ISO country code `US`, `FR`, how do you get the Locale code (`Locale.US`, `Locale.FRANCE`)?

If you have the country code US, FR (ISO-3166-1 alpha-2 country code), how do you get the Locale code (Locale.US, Locale.FRANCE) to do something like this:

System.out.println(DecimalFormat.getCurrencyInstance(Locale.US).format(12.34));
System.out.println(DecimalFormat.getCurrencyInstance(Locale.FRANCE).format(12.34));

$12.34
12,34 €