Letter from Corvo is a written note found in Dishonored 2.
Alexi was brave, loyal and selfless until the end, as she always had been, since the day she fought alongside the Empress and saved her from the carriage attack, while they were just kids. Emily never had a better friend.
It has been an honor to know and work with your daughter. Be assured that as soon as Emily is restored to the throne - and I swear she will be - I'll make sure Alexi's death is properly memorialized.
With all my sympathy,