Interview question. Intersection between two arrays.

intersection.cs

static IEnumerable<int> Intersection(int[] a, int[] b)
{
    int i = 0, j = 0;

    while (i < a.Length && j < b.Length)
    {
        if (a[i] < b[j])
        {
            i++;
            continue;
        }

        if (b[j] < a[i])
        {
            j++;
            continue;
        }

        if (a[i] != b[j]) continue;

        yield return a[i];
        i++;
        j++;
    }
}

I don't know much, but this to me looks a perfectly acceptable answer.