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I don't believe that Penelope befriended Junior based upon thumbing her nose at her father's racism. I believe she was just a nice girl. She didn't pay much attention to Junior and came to know him over a period of time. The main thing here is that Penelope showed no signs of racism. She was open to friendship, but she did not seek it out. Their friendship and romance came gradually, there were no ulterior motives.
The Absolutely True Diary of a Part-Time Indian