When people accept employment, they are told what time to report to work. If there is a problem with this time, they should address it with either their hiring officer or their immediate supervisor. I don't care why she is late, she is late and it should be addressed. You have others in your department and this could affect their attitudes towards her.....and you. You need to sit her down and express your expectations. If you can consider flex time, offer that to her. However, once she changes her schedule, tell her she has to abide by it and cannot change it without consulting with you before.
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When you lose, don't lose the lesson.