My instinct is to pronounce Kore the came as Corey, which I regard as a masculine name (and one I'm not actually fond of, since as a masculine name it sounds a bit juvenile to my ears - like Riley and Wiley). Outside of some European countries (mainly Greece) you'd probably have difficulty making the proper koh-reh pronunciation stick. I find the English variant Cora to be more palatable, but prefer other Cor- names to it (e.g. Cordelia or Corinna).
Persephone is gorgeous, however. And I don't think pronunciation difficulties would be as plentiful as many others estimate, given its visual similarity to the increasingly popular Penelope.
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