Air carrier First Officer reported that after responding to a TCAS/RA for a helicopter; they initiated a go around.

Narrative

I was PM during the flight; and we were executing RNP RWY XX; when approach control told us there was helicopter traffic maneuvering below us. After we were handed off to tower and got clearance to land; we were turning from RF (Radius-to-Fix) LEG into final when we got a traffic advisory followed by a RA; due to the helicopter traffic maneuvering below promptly we executed the TA/RA maneuver avoidance. I think the helicopter was about 400ft below us on my right side; and I kept looking and also kept backing up the PF with guidance and support. Once the conflict was resolved; we did a go- around and executed an ILS RWY XX and landed safely.