Possible Clues:

• Say yes initially, taking exercise in country
• Omar Sharif's homeland
• Land called Mizraim in the Bible
• North African state
• Yom Kippur War participant
• Where Alexandria is
• From 1958 to 1971 this country's official name was United Arab Republic
• Land with much sand
• 1-Across is its capital
• Nation where good type rioted