To say YOh-koh would be correct, as in Japanese, you pronoune the 'o' as oh, and followed by the 'u' is like the double 'u' in vacuum, it makes the sound last longer. If you wrote it in Japanese, you could write it ヨウコ or ヨーコ which equates to the same spelling in Romaji, Roman Letters.
I know a woman named Yooko who pronounces her name "YOH-ko." I don't know for certain if that's the most common Japanese pronunciation, as she is from Hawaii, but I think it's lovely.