Final answer:
The text provided does not mention the name of Connie's sister, so the correct answer to the student's question is that the story does not say.
Step-by-step explanation:
The question asks for the name of Connie's sister. However, based on the text provided, the name of Connie's sister is not mentioned. The characters referred to are Miss Miller, whose real name is Annie P. Miller, a boy, who is Winterbourne's acquaintance, and Daisy Miller, which is not her real name on her cards, but no connection to Connie is established. Therefore, the correct answer to the question is B. Story does not say, since the text does not reveal the name of Connie's sister.