AMD Build that can handle GTA 5

Hmmm, actually the one he originally listed is already fine for GTA V. CFing an APU with the r7 260x is a nice idea too for this budget(I actually have no idea about this but I am trying to learn it right now).

Athlon 860K has no graphics in the chip.

Yea I know, that was just another suggestion.

for what it's worth the A10-7850K can handle it
but If I were you, i'd get the athlon and dPGU

GTA 5 is using all cores and that really works well with amd cpus. The game runs great on high settings with an fx-6300 and GTX 660Ti, but i would recommend a card with more than 2GB Video ram if you want high textures set in options. Most of the new games are multi-thread optimized so the more cores the better, considering the price of 8 core amd cpus, its a good route to go with a gaming rig and spend the extra money on a good video card.