The author proved the following exercise using a proof by contradiction, but I think it can be accomplished using a direct proof, so I was wondering if someone would verify that my argument is sound.
Exercise
Suppose $A$ is a nonempty set of reals that is bounded below. Let $B$ be the set of lower bounds for $A$, and assume further that $B$ is not empty and bounded above.
Prove that $\sup B \in B$.
Before proving the statement, I present the following lemma.
Lemma Let $x,y \in \mathbb{R}$ such that $x \leq y + \epsilon$ for every $\epsilon > 0$. Then $x \leq y$.
Proof
Since $A$ is not empty and bounded below, the completeness axiom implies that there exists a real number $\psi$ such that $\psi = \inf A$. Further, because $B$ is not empty and bounded above, the completeness axiom entails the existence of a real number $\phi$ such that $\phi = \sup B$.
Now choose any $\epsilon > 0$. Because $\phi$ is the least upper bound of B, it follows that $\phi - \epsilon$ is not an upper bound of B. Thus there exists an $x \in B$ such that
$$\phi - \epsilon < x$$
Since $x \in B$, it follows by definition of $B$ that $x$ is a lower bound of A. Due to the fact that $\psi$ is the greatest lower bound of A, it follows that
$$x \leq \psi$$
By transitivity, we deduce that $\phi - \epsilon < \psi$, which implies that
$$\phi < \psi + \epsilon$$
From the lemma we conclude that
$$\phi \leq \psi$$ From the last inequality, we conclude that $\phi$ is a lower bound of A, i.e. $\phi = \sup B \in B$, as desired.