Construct an equivalent NFA for the given regular grammar
The single $a$ indicates that if we are in state $A$, and read $a$, we must go to an ending state, same with single $b$. If we follow that, we get this automaton :



If we were less prudent, we would argue that if we can generate an $a$ with variable $A$ and stop, and because $A$ is an ending state, then we can put a loop on state $A$ labeled with $a$, like this :



But this automaton doesn't match with grammar $G$. This one recognize strings of the form $a^i$, but grammar $G$ can't generate them.

But something that can be done to lighten our automaton would be to remove state $B_f$, and count on our ending state $A$ to handle the case where we end generation with a single $b$, like the following :



And that actually correct, because we have : empty word on variable $A$, and a rule $B \rightarrow bA$ (In fact, we can remove from $G$ the rule $B \rightarrow b$, because it can be replaced with $B \rightarrow bA \rightarrow \epsilon$).

EDIT : As @rici said, if we apply subset construction to the last automaton, we get this one : (without dead states)



So this is an automaton that matches with $G$.