Unfortunately, she died young, and sat for few portraits.
Painted when she was in her teens and not long before the artist's death in 1889.
In the Alte Nationalgalerie, Berlin. Lenbach (1836-1904) was a prominent painter based in Munich and noted for the many portraits he painted of Otto von Bismarck. He painted at least three portraits of Mary Curzon, two of which, including this one, might be considered studies.
This Lenbach portrait is in the collection of the Washington, D.C. National Portrait Gallery. This can be considered a finished portrait.
I get to view this portrait (study?) by Lenbach fairly often because it can be found in Seattle's Frye Art Museum.