My sister studied in Sweden. She absolutely loved it. She's getting her PhD right now in comparative literature in the languages of Swedish, French, and English.
I studied in Brazil--in Portugal and Spain, too, but that's beside the point. I totally loved Brazil. I studied in Rio, though I did a stint in São Paulo.
I think you really can't go wrong going either place. Also, as you can see from my digression, studying in Sweden like your father wants doesn't mean you can't also study in Brazil.
If I were you, if your father's wanting to foot the very expensive bill for a Swedish education, take it. If he's not footing the bill, then it doesn't matter what wants. Do what you want. Either that or tell him to put his money where his mouth is. Because if you can go to Sweden without incurring a huge debt yourself, do it! Seize the opportunity. Strike while the iron's hot. Studying in Brazil is cheap. And Brazil isn't going anywhere. You can do that on your own dime and in your own time.
I mean, if you want to do something with languages, like comparative literature for example, the bare minimum number of languages you must be fluent in is three.