Shoot it and eat it if in season. We have alot of white and golden pheasant in our state but they are all stocked birds and not native so its kinda justified. I know that we dont shoot white deer but pieballed or pintos are on the menu.
Leave it alone with amazement! It probably hold rank in the covy. Besides, it will always identify the covy like a flag. Let the coyote take the prize. It would look unnatural on your wall anyway!