System.Random producing the same random number

Despite the Random generator only being created once, the output is always the same random result (for all three test outputs).

A test snippet from a slightly larger script:

   let myRandGen = System.Random()
   let getRandomObject = 
      let options = [|"Bob"; "Jim"; "Jane"|]
      let randIndex  = myRandGen.Next(options.Length) 
      options.[randIndex] 

   printfn "New one: %s" getRandomObject
   printfn "New two: %s" getRandomObject
   printfn "New three: %s" getRandomObject

I need the output to be random for each call, which it currently isn't.

Example output:

New one: Jane
New two: Jane
New three: Jane