Prove that there is a two-player strategic-form game

Question

Let A and B be two sets in R² satisfying:

• A ⊆ B;
• A is a union of a finite number of rectangles;
• B is the convex hull of a finite number of points.

Prove that there is a two-player strategic-form game satisfying the property that its set of Nash equilibrium payoffs is A, and its set of correlated equilibrium payoffs is B.