Hi C.

Maybe it could just be that he is intimadated by women in general. It happens! Maybe he is sexist and dosn't feel women make good martial artists. Who knows? The way i see it is for you to prove him wrong. Stand up to him. GI Jane wouldn't quit despite what they put her through. Show him your bigger and better than he might think. Don't give up on yourself and set an example to the class on what its really like to have bollocks. Chin up and good luck.
P.S
As it goes some of the best martial art students i have witnessed have been female so gender should never be an issue in that respect, if any!