Depending on the context, I could pronounce it either way. Having learnt French, my first instinct would be to pronounce it klo-AY, but I would probably say KLO-ee anyway, since it's far more common in English-speaking countries. if I'd only seen it written down, I'd probably ask you something about your background, like if you had a French parent, or flat out ask you whether it's prn klo-AY.