Preheat the oven to 400 degrees F. Bring the chicken broth and 2 1/2 cups water to a simmer in a saucepan over medium heat; cover and keep warm. Meanwhile, arrange the prosciutto in a single layer on a foil-lined baking sheet. Bake until crisp, 8 to 10 minutes; set aside. Heat 2 tablespoons butter in a large saucepan over medium heat. Add the shallots and cook, stirring with a wooden spoon, until soft, 3 minutes. Add the rice and cook, stirring, 2 more minutes. Add the wine and cook, stirring, until evaporated, about 2 minutes. Add 1/2 cup warm broth and stir constantly until absorbed. Repeat, adding the broth in 1/2-cup increments and stirring constantly, until the liquid is absorbed and the rice is just tender and creamy, 20 to 25 minutes. Remove from the heat. Combine the parsley, chives and marjoram in a bowl. Add all but 1 tablespoon of the herbs to the risotto along with the gruyere, mascarpone and the remaining 2 tablespoons butter; stir vigorously until creamy, about 1 minute. Break the prosciutto into pieces. Divide the risotto among bowls and top with the prosciutto and reserved herbs.