I get this feeling we are doing your homework for you. However, this question is pretty darn hard. Hint: Sang froid is French. Look up what each word means in French. And the look up what it means in English and in French dictionaries. This is a French word widely used in English which will also be in English dictionaries.
"Sang-froid" has definitions in English dictionaries, along with many other words and phrases that were once "only" French. I think this is the right forum to understand how such words/phrases are used in English today.