Dhul-Qarnayn literally meaning "He of the Two Horns", is a figure mentioned in the Qur'an, the sacred scripture of Islam, where he is described as a great and righteous ruler who built a long wall that keeps Gog and Magog from attacking the people of the West. Moreover, he is regarded by some Muslims as a prophet. Historically, Dhul-Qarnayn has been identified as Alexander the Great, and this remains the opinion of most secular historians, while contemporary Islamic scholars are divided on the issue, some identifying him with Cyrus the Great. The epithet was also familiar among the pre-Islamic Arabs, who applied it to at least three different kings.
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http://en.wikipedia.org/wiki/Zulkarnain