I'm trying to figure out second moment of the following quantity
$$y = \frac{<x_1, x_2>}{\|x_1\|\|x_2\|}$$
Where $x_1$, $x_2$ are sampled independently from $\mathcal{N}(0, \Sigma)$
This can be solved exactly in 2-dimensions using algebraic manipulation: suppose eigenvalues of $\Sigma$ are $a$ and $b$, then
$$E[y^2] = \frac{(a+b) \\}{\left(\sqrt{a}+\sqrt{b}\right)^2}$$
Is there a similarly elegant expression for $n$ dimensions?
(update, I extended this formula to eigenvalues $a,b,c$ "by analogy" and it seems to hold numerically)