I am aware this question is old, but as I needed the solution and couldn't find a better one, I'm writing here the best answer I could manage.
Short answer: the modulated wave sounds like two notes near the higher note played simultaneously.
Long answer:
For simplicity sake we will assume a modulation index of 1.
The function of an amplitude modulated sound is \$ f(t)=A\cdot sin(t \cdot F_1)\cdot sin(t*F_2) \$
where A is the amplitude \$F_1\$ is the first frequency and \$F_2\$ is the second frequency.
(it doesn't matter which one is the carrier and which one is the regular frequency)
It doesn't matter if you take the long route of doing a Fourier transform, the short route of remembering trigonometric identities or the shortest route of checking Mathematica.
the point is that the this function is equivalent to \$f(t)= \frac{A}{2} cos(t\cdot x(F_1-F_2) )+\frac {A}{2} cos(t\cdot x(F_1+F_2) ) \$
(reminder: a sine and a cosine are equivalent except for a change in phase)
so we got the function of the notes that are equivalent to our original sound:
A note with frequency equivalent to the difference in frequencies, and half the
amplitude. (in your case a 4.1 kHz note)
A note with frequency the sum of our original notes, and half the
amplitude. (in your case a 5.9 kHz note)