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Jericho respects Kay for her skill and ease when running the business, but also acknowledges her near double-personality when it comes to work and relaxation. He doesn't actually find it too odd and enjoys her company in either way, looking up to her as a role model in many regards, almost like an older sister.
Kay is Jericho's boss in her current iteration at an art studio where he is a painter. She is fond of him, as with all her employees, and considers him like a younger brother. When working she's stern with him, but still gentle and outside the studio she's playful and excitable around him.