Upper panel: cross-correlation of the simulated galaxy and lensing maps using b = 1. The solid line represents the input cross-correlation, and the points represent the reconstructed cross-correlation averaged over N_sim = 100 simulations, together with the simulated error bars. Lower panel: fractional difference between the input and the recovered cross-correlations. The blue error bars are recovered from the simulations using Eq. (54) for the covariance matrix, and the red ones are analytic using Eq. (24) for the covariance, keeping only the Gaussian term.