 Solution

No such finite group exists. Cayley theorem embeds every finite group $G$ of order $n$ into $S_n$: the left-regular group action sends $g$ to the permutation $x\mapsto gx$, and this is faithful because the image of the identity element is $g$.

To make every image permutation even, let $t=(n+1n+2)$, with support disjoint from the first $n$ letters. For $\sigma \in S_n$, let $e(\sigma )=0$ for an even permutation and $e(\sigma )=1$ for an odd permutation, and setThe sign homomorphism gives $e(\sigma \tau )\equiv e(\sigma )+e(\tau )(\mathrm{mod}2)$, and $t$ commutes with all permutations of the first $n$ letters. Thus $\iota$ is a group homomorphism. It is injective by restriction to those letters, and its sign is $(-1{)}^{e(\sigma )}(-1{)}^{e(\sigma )}=1$. ConsequentlyThis is the alternating-group embedding of a finite group.