Alexander's father was Philip of Macedonia, if I remember correctly. Darius the Mede was king of Persia and Media, and I believe he was the one that began allowing the exiled Jews to return to Jerusalem after their capture and deportation by Nebudchadnezzar, or was that Cyrus?
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Apparently Darius the Mede is only known from the Book of Daniel. Non-Persians had a tendency to mix up Medes and Persians (at least the Greeks often say "the Medes" when they mean Persians). Hence the old proverb: one man's Mede is another man's Persian.