Would you allow your child to wear something if you think they might get teased in school?

Ok my Daughter has a beutiful winter coat. the problem is that its just too dressy for everyday use, lke school. Its long and has fur on the sleeves and colar (fake fur) this morning she was very persistant about wearing it to school. Im just concerned that some of the kids might tease her. I dont want her feelings hurt because kids can be mean. this is a coat to wear to churh or to relitives for special occations. She is 6 btw, forot to mention that. I did let her wear it but I did feel a little uneasy about it too. What would you have done?