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: without loss of generality suppose eigenvalues of $\Sigma$ are 1 and $k$, then $$E[y^2] = \frac{k+1}{\left(\sqrt{k}+1\right)^2}$$ Is there a similarly elegant expression for $n$ dimensions?