All perfect praise be to Allah, the Lord of the worlds. I testify that there is none worthy of worship except Allah and that Muhammad, sallallaahu ʻalayhi wa sallam, is His slave and Messenger.
If this jacket is not distinct to men (not commonly worn by men only) and it is not considered an adornment in itself that draws men's attention, then there is no harm on you in giving it to her to wear, and it is permissible for her to wrap it around her. We draw your attention to an important matter; that if this girl is a non-Mahram (permanently unmarriageable) to you, then it is impermissible for you to have a friendship with her. Such relationships are only permissible within the framework of a legitimate marriage. Allah, the Exalted, says (what means): {...(and lawful in marriage are women from among those who were given the Scripture before you, when you have given them their due compensation, desiring chastity, not unlawful sexual intercourse or taking (secret) lovers.} [Quran 5:5]
Allah knows best.