The Correct Way to Pronounce "Missouri"

Howdy,

I am originally not from the state of Missouri. During my time here, I have met people that pronounce the name of the state in a variety of ways. Back home in Texas, we are taught that it is is pronounced "Missou - RI." However, I have met some people that pronounce it "Missou - RAH." Which is one is correct? Or if they are both correct, what is the reason of choosing one pronunciation over the other?

Thank you for your time.