She squeezes him back, grateful for his concern, for his kindness. She's also grateful for the connection he's forged with Sherlock. Her partner is typically slow to make friends, and even slower to allow himself to be vulnerable around them. This is, in fact, the first time Sherlock has held her hand, and she's closer to him than anyone.
"I love you," she murmurs to Ted. And then: "Thank you."
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"I love you," she murmurs to Ted. And then: "Thank you."