Merging overlapping lists

You are given two lists of intervals, A and B.

In A, the intervals are sorted by their starting points. None of the intervals within A overlap.

Likewise, in B, the intervals are sorted by their starting points. None of the intervals within B overlap.

Return the intervals that overlap between the two lists.

Example:

A: {[0,4], [7,12]}
B: {[1,3], [5,8], [9,11]}
Return:

{[1,3], [7,8], [9,11]}

How would you do this?

Here is a solution