Prove that there is a least upper bound in the set E

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$$E = \{x \in Q \mid x^2 < 2\}$$

This was a homework problem where I had to prove that there is a $LUB$ in E. I answered that there is not because $\sqrt2$ is not in the set of rational numbers. The professor marked it wrong without explanation so I would really appreciate it if someone shed some light on this? Thanks in advance.