This stinks, but as a former teacher I know this kind of thing is rampant among little kids. They do get it in part from their parents, but I also believe that some amount of this kind of racism is just inherent in kids and we need to educate it out of them. Regardless, your responsibility is to your own kid and not the others. Although there might be something you can do to increase acceptance within the school (look up the story of the Princess Boy and what his family and teachers did to help him), I think it's time to have a big talk with your own daughter. I see you already have talked with her a bit.
Basically, the way I see it, there is a wealth of resources for her. First of all, you need to explain to her how racist misperceptions like the other girl's are really common among little kids, who can also be mean and that it's not so much a reflection on your kid but on the other little girl's poor self esteem. It's not going to help her much if she's hurting from the incident, but she does need to be told this. Then you need to explain to her how in Latin America, they've always had a different outlook when it comes to the range of skin colors, celebrating it instead of negating each others' differences. There's a name for a huge variety of skin colors and ethnic mixes there, and knowing that can make her feel good about her own skin tone. I wouldn't bother teaching her any comebacks for this other little girl, who will probably continue to harass her for a long time, until she gets bored. I'd just teach your daughter how to make her get bored faster, which would be by pretending that the other little girl doesn't exist.
I would see if you can get some children's books about ethnic and skin color differences for the teacher to read to the class and discuss how everyone is valuable and unique. See if you can get your community to rally behind your daughter, while at the same time not making the other little girl feel bad. Maybe you could try contacting the other little girl's mom and talking to her about it, just to see if she's open to teaching empathy or not. She could end up being your biggest ally, because no mom wants their kid to be teased. And in the end, if the school and community don't show their support for you, put her in a different school that will.