Its also a very recognised part of little girls development - freud had all these theories about little girls and their dads, and little boys and their mummies and it's quite interesting how aspects of them are so true. It's very normal for them to say things like they want to marry their daddy, etc etc, I definately noticed we had that with both of our girls around that age, playing one off against the other, and knowing to to push ones buttons so that the other gets grumpy and then off course, she gets the attention with daddy
Just try and re-itterate the usual roles of what you usually do, and what dad usually does and don't change them just because she's being difficult.
Also as others have said, the mummy-daughter dates do go down well, that and also days where it's just daddy and her as well - so that she does get her own time with each of you.
You may have also found that if after her baby sister came along, she might have started turning to her daddy when you were busy with baby, so date days with just you and her help with this, and also just wait it out, it gets better - as with most phases, just stick with what you'd usually do and she'll come back around to it.
Hope that helps and doesn't sound like a load of bull