It doesn't feel cold. Or- maybe it is very cold, but mermaids just aren't bothered by it so much. I didn't think to ask anyone who is usually a mermaid.

[ She removes her hand, then dips it in again. And again. But at the suggestion she looks up, eyes going a little wider as if it hadn't occurred to her to ask for help or company. ]

You promise to come with me? [ Well, that changes everything. She nods enthusiastically. ] We can go together, then! And if it is cold, then we can let Mr. Peacock know. I'm sure he wouldn't want to send anyone to do dangerous work.