[Corvo sits back in his chair and sighs. Daud was naturally untrusting, but Corvo was getting a little tired of the animosity. If anyone should be pissed at the sight of the other, it should be Corvo! And yet, here he was, still talking to Daud.]

I know Billie was involved with Jessamine's death.

[Which means Corvo's not entirely sympathetic toward the woman. But...]

But, she helped Emily take back Dunwall. Emily forgave Billie for the things she's done. Doesn't want to see her get hurt. Emily also found out that you saved her life once, as well.