What a beautiful diamond! I would get a six-prong platinum solitaire setting, or four-prong if you become more confident about the color with appraisal/grading. There's an L-color diamond somewhere on Pricescope that was set in a J-color halo... it looked very white once set! Here's the thread:
http://www.pricescope.com/idealbb/view.asp?topicID=55482
http://www.pricescope.com/idealbb/view.asp?topicID=55482