I guessed she was a star instead of an extra because the face powder, also found on the coat, was very expensive.
9 seconds sound clip from the Bullets or Ballots (1939) classic radio play.
You can hear this line at 00:41:26 in the radio play.
Quote context
[...]
- No, thank you. That's plenty.
- But... don't try to tell me you learned that from my coat. You probably followed me.
- Sorry, you're wrong. Here's how it was done.
- You were walking, because if you had been riding the powder would have been differently placed.
- It was in the morning because that particular powder will not look well on a brunette at night.
- You went to the Derby because I found a tiny spot of sauce used for a seafood cocktail.
[...]