Heat oil in a Dutch oven over medium-high heat. Add sweet potato, onion, and pepper; sauté 10 minutes or until almost tender; add garlic, and sauté 30 seconds. Add chicken broth and next 3 ingredients. Bring to a boil; reduce heat, and cook, uncovered, 20 minutes, stirring occasionally
Place 2 cups soup mixture in a blender. With center cap of blender lid removed, process on low speed until smooth. Return pureed mixture to remaining soup mixture.
Stir in chicken; cook over medium heat 5 minutes. Stir in rice and coconut milk. Cook over medium-low heat 5 minutes or until thoroughly heated, stirring occasionally. Serve with lime wedges, if desired.