well thats a tricky question and situation
I think its a hard call, even if the right thing to do is well known!
as some of them answers can get you in trouble, and not saying it couldn't be done, but from yrs of training shooters
not so many people with a handgun can make a one shot kill unless there standing over a deer, thus making a bad situation worse if many shots are needed or, just making a bigger scene!
My answer to that would be
do the right thing
since that could be illegal, I won't say if i have ever done it!
next best answer you didn't list is, to maybe catch her and call the game dept, and ask if you can either put her down, or hold her till they get there
I have done this before, some wardens will give permission over the phone to do it, some WON'T!
and will make a fuss if you do!
and last, since it is still archery season,( assuming it happened in this season) I would think it could be tagged as a kill if you could get someone with a tag to come do the job! again with a phone call and keeping tabs on the deer
BUT again, pending on the game warden, and how much of a fuss is made(if other see all or the likes), it can be a major problem
I know a state trooper here in PA that lost his job over a mercy killing, on a bear that had its both back legs broke in a car collision,
and was unable to move, but was making a ton of noise from being injured!
and the game dept here, went wild over him dispatching the animal without there permission
so the right thing to do can have major price tag some times
but there are options again, like I said not listed that can work well!