In a broad sense of the word, sunlight is white. The sun emits a spectrum of energy that includes X-rays, ultraviolet radiation, visible and infrared light, and even radio waves. The visible light section of sunlight is made up of all the colours of colour spectrum i.e. a mixture of red, orange, yellow, green, blue, indigo and violet. The reason we cannot see them separately with the naked eye is because the wavelengths of of the primary colours interact with each other- they form a white or transparent beam.
An easy way to see how this works is with the help of a prism. A prism is an optical element with flat polished sides, that is transparent and has the ability to change the wavelength of light. This happens because light changes in frequency and wavelength when moving from one medium to another. When white light enters a prism it bends and separates due to a phenomenon called dispersion. Red light has the highest wavelength (and therefore a lesser frequency) and violet has the opposite.
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