 Solution

Fibrewise evaluation identifiesThe identity endomorphism is a nowhere-zero continuous section, giving the canonical trivialization of a line bundle tensored with its dual.

Give a complex line bundle its natural orientation as a real plane bundle. Then its Euler class equals its First Chern class. If $a,b$ are the standard generators of $H^2(S^2\times S^2;\mathbb{Z})$, choose complex line bundles $L_1,L_2$ pulled back from the Hopf fibration on the two factors, with $e(L_1)=a$ and $e(L_2)=b$. The triviality of $L_i^{\ast }\otimes L_i$ gives $e(L_i^{\ast })=-e(L_i)$. Hence, for anythe tensor product $L_1^{\otimes p}\otimes L_2^{\otimes q}$, with negative powers interpreted using dual bundles, has Euler class $\alpha$. Its underlying oriented real rank-two bundle is the required $E_{\alpha }$.