 Solution

Use the same principal square root $S(z)=\sqrt{(z-a)/(z-b)}$, which is holomorphic on $A$ because its argument avoids the nonpositive real axis. Thenis a holomorphic function satisfyingThus it is a holomorphic branch of the requested square root. This construction does not require a global holomorphic logarithm of $z-a$ or $z-b$ separately. Its sign is fixed by $S(z)\to 1$ at infinity, so $g(z)/z\to 1$. The negative of this function is the other holomorphic branch; any two branches have a continuous quotient taking values in $\{1,-1\}$, which is constant because $A$ is connected.