[Quiet Man Cometh]

I'd avoid the knife in favour of something more simple and less immediately dangerous. Every self defense teacher I've heard from has advised never carrying a knife unless a: you know how to use it, and b: you are sure he doesn't. Otherwise the situation can get worse if he somehow ends up with it instead of you.

I'd agree to tell your mom, tell your brother, and otherwise be vocal about it. Even if they don't believe you, the friend is going to have to stop at some point if you keep saying that he's bothering you, especially as it should become apparent that he's intentionally bugging you and everyone know that you don't like it. He might be counting on your being quiet about it.