Only Begotten Daughter by James K. Morrow

Call it a miracle or an accident at the sperm bank. But Julie Katz, the half-sister of Jesus, has been born to a celibate father. Soon poor Julie is tempted by the Devil and challenged by neo-Christian zealots-and that's just the beginning of her fantastic odyssey through Hell, a seceded New Jersey, and her own confused soul. Winner of a 1991 World Fantasy Award.
 
- Goodreads Summary