In the Edit menu, towards the bottom, are two options - Convert to Profile and Assign Profile. They are very different and what you want is Convert to Profile
Thank you. I was looking at instructions online last night but they weren't much good. Plus I have a very old version of Photoshop and it seems like the instructions weren't applicable (different menu options.)
When I go to Convert to Profile, I see a number of options within the Destination Space. One of these is sRGB IEC61966-2.1. I guess that's the one. Up above that, it indicates that the Source Space is Adobe RGB. And the default option for the Destination Space is CMYK. I also notice some other options like Engine (Adobe ACE), Intent (Relative Colorimetric) and check boxes for "Use Black Point Compensation" and "Use Dither." Would it be best to leave these extra options at their default settings?