Past exam of the Probability, statistics and options II course of the University of Oxford / 2008 / T / 2 / b / iii

Normalize each optimal vector by its sum $1/4$. Player I's row strategy and Player II's column strategy are respectivelyAs a direct check $Aq=(4,4{)}^{\mathsf{T}}$ and $p^{\mathsf{T}}A=(4,5,4)$, so Player II guarantees a loss of at most four and Player I guarantees a gain of at least four.