Is it ok to have foreign names in Chicago?

Hello ladies!  I'm an immigrant and not sure if I don't choose an international name , people will make fun of my daughter 's name in school or is it difficult for paper works and etc. I love the name Rosha for my baby girl but I don't know how people will react to it here in US. Do you have any advise or suggestions?
What is the first guess coming to your mind about the nationality of this name?

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