HaBO: Diana Does Calisthenics

This HaBO is from Farah, who wants to find this historical romance:

I have been scratching my mind for years and can’t seem to be able to find this one book I read ages ago. I’m hoping you can help me figure it out:

-Historical romance published before 2010/

-Heroine is staying over at her friend’s house (I think because she is sponsoring her for the season or possibly the heroine is helping her friend recover from something but the overall theme was that she was doing her a favor).

-Heroine falls in love with friend’s brother (who I think was called James).

-The barrier to them being together is their difference in status or her not having a dowry…something along those lines.

-Heroine does calisthenics! (This really stood out to me as odd since I hadn’t and still haven’t read many historical romances where people do that) The hero walks in on her doing it and she convinces him to give it a try.

-Heroine’s name was Diana (but I might be wrong).

Let’s HaBO!