somewhat OT: not sure what to do about rude woman at water aerobics class

[bfit]

I've attended a water aerobics class for several years, and I really enjoy it. I consider the other regular attendees friends although we never really socialize much away from the pool, and it's mostly just locker room chat. There's one woman who has been coming now for about a year who teases me in the pool in front of the others, and it embarrasses me. She does not do this to anyone else - just me. She says my hat is "goofy". She says I look like a "duckling" and a "bobblehead" when I'm exercising. Sometimes she laughs out loud and says "Look how silly she looks" and points at me during class. I've tried ignoring her, tried laughing it off, and tried saying things like "Oh come on, I don't look that silly, do I"? But, I've finally reached the end of my rope. Should I tell her that I don't appreciate this? If so, should I do it privately? Or in front of the other people? Should I discuss this with the instructor? Should I discuss it with other people in the class? If I can't fix this I'm thinking of just not going to the class any more. I'd appreciate your thoughts.