The correct answer is - southwest.
The Rio Grande is flowing in the southwestern part of the United States, while the Mississippi River is flowing through the central part of the country, thus putting Rio Grande on the southwest of the Mississippi River.
Both of this rivers are very important in the United States, and both of them are big rivers. They are used for irrigation in the agriculture, for navigation and trade, and even as a borderline (between the United States and Mexico) in the case of the Rio Grande.