Solution
= Solution
Starting from any optimal strategy, transfer all probability on row $i_0$ to row $i_1$. Every payoff against a pure column weakly increases, so the security level remains optimal. The resulting strategy has $p_{i_0}=0$.
= Solution
Starting from any optimal strategy, transfer all probability on row $i_0$ to row $i_1$. Every payoff against a pure column weakly increases, so the security level remains optimal. The resulting strategy has $p_{i_0}=0$.