J.K.
We had this happen in my daughter's second grade class last year. This girl's mom died unexpectedly and I don't think from natural causes. It was very very sad.
I think it would be best if you acknowledged it with her privately, " I'm so sorry to hear about your Dad. " offered support... "if you need anything please don't be afraid to ask." And then do try to maintain normalcy while also watching carefully to support her when she doesn't say anything but you can tell she needs it.
The little girl in my daughter's class struggled all year. She would seem ok on some days, but mostly, she looked fatigued, stressed, sad. When I saw her like that, I would tell her she seemed like she needed a hug and I had some extra and I'd ask her if that was ok.
Be sensitive to things that might be upsetting, like holidays, her birthday, Father's day etc...
If your daughter and she are friends, set up some play dates...
Good luck~ it's such a hard thing for anyone to go through. especially a child.:(