How to add quotes and commas to each item in a large list automatically?

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I have a big list like

Afghanistan
Albania
Algeria
Andorra
Angola
.
.

How do I make the list like following automatically with some linux utility without having to do it manually?

"Afghanistan",
"Albania",
"Algeria",
"Andorra",
"Angola",
.
.


For example, using AWK:

awk '{ print "\"" $0 "\","; }' <myFile