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It is easy to see that every k -edge-colouring of the complete graph on vertices contains a monochromatic odd cycle. In 1973, Erdős and Graham asked to estimate the smallest L ( k ) such that every k -edge-colouring of contains a monochromatic odd cycle of length at most L ( k ). Recently, Girão and Hunter obtained the first nontrivial upper bound by showing that , which improves the trivial bound by a polynomial factor. We obtain an exponential improvement by proving that . Our proof combines tools from algebraic combinatorics and approximation theory.