finding primes

Got this on an interview question: given two integers A and B,
find all primes between them.

I basically wrote an initial function, bool isPrime(int i), which
loops over all numbers between 2 and sqrt(i) to see if i%num == 0,
in which case the number is not a prime. With this function I loop
between A and B, calling isPrime() on each value.

Is there a better way to do this? I looked at the Sieve of
Eratosthenes,
which didn't seem to be much better.

.

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