For p∈ℝ, the p-th power mean M p (a,b), arithmetic mean A(a,b), geometric mean G(a,b), and harmonic mean H(a,b) of two positive numbers a and b are defined by M p (a,b)=a p +b p w,p≠0,ab,p=0, A(a,b)=(a+b)/2, G(a,b)=ab, and H(a,b)=2ab/(a+b), respectively. In this paper, we answer the questions: For α∈(0,1), what are the greatest values p, r and m, and the least values q, s and n, such that the inequalities M p (a,b)≤A α (a,b)G 1-α (a,b)≤M q (a,b), M r (a,b)≤G α (a,b)H 1-α (a,b)≤M s (a,b) and M m (a,b)≤A α (a,b)H 1-α (a,b)≤M n (a,b) hold for all a,b>0?