The correct answer is option 4, Ulaanbaatar. Ulaanbaatar has a greater annual range of temperature compared to the other cities listed.

Kuala Lumpur, option 1, has a tropical rainforest climate with consistently high temperatures throughout the year. This means that there is not a significant variation in temperature over the course of the year.

New Delhi, option 2, has a hot semi-arid climate with extremely hot summers and relatively mild winters. While there is some variation in temperature, it is not as significant as in Ulaanbaatar.

Shanghai, option 3, has a humid subtropical climate with four distinct seasons. However, the range of temperature in Shanghai is not as extreme as in Ulaanbaatar.

Ulaanbaatar, option 4, has a subarctic climate with very cold winters and mild summers. The temperature in Ulaanbaatar can range from extremely cold in winter to relatively warm in summer, resulting in a greater annual range of temperature compared to the other cities listed.

Therefore, Ulaanbaatar experiences a wider variation in temperature throughout the year, making it the city with the greatest annual range of temperature among the given options.