Your camera allows you to choose a color space, but PPRGB is not one of the choices. Your best option is AdobeRGB. However, the camera color space only affects JPG images, not RAW images.
When bringing the image into PS, it will be converted into your working color space, which is presumably PPRGB. Depending on your PS settings, the program may ask you to confirm this choice of color space. You are probably fine up to this point.
Before writing the image as a JPG, you want to convert the color space to AdobeRGB. There are several ways to do this. Make sure you choose the method which actually alters the image, changing the RGB numbers assigned to each pixel in order to maintain (approximately) the same color. Do not choose the method which simply tags the image with the new color space or assigns the new color space to the image, without altering the pixel values. This will make all the colors different and wrong.