Coincidentally, two of my degrees are Psychology and Fine Arts. I actually received them from different universities; however, most major universities have fine programs in both. Among other things, I am a retired high school teacher who, at different times during the teaching career part of my working life taught both of these subjects. When I retired I was the full time art teacher. Your question should be discussed with your counsellor.
Many variables will influence your choice of schools. What state you live in? Do you want to live at home and commute or move to the school? Do you want to go to a state university, a private university, or a major oriented college (like an art school)? Is money an issue? (check for scholarships - many of my former students submitted their portfolios to various institutions and received all or part scholarships based upon their work).