ITV News' Libby Wiener reports from Sao Paulo in Brazil where Prime Minister David Cameron is on a two-day visit.
The Conservative, who appeared on America's Late Show with David Letterman on Wednesday night, was quizzed by the veteran host over his knowledge of British history.
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Tony Davies was the first civilian to reach Pc Palmer after he was stabbed during the Westminster attack.
Defiant Londoners put on a show of solidarity for the victims of the Westminster terror attack at a vigil in their honour.
Weather set to improve with plenty of sunshine by Saturday