"Just stay close to me. I won't let you get hurt." Peeta holds your hand in his, he's trying to be as strong as possible, but he can't deny that he's scared deep down. "I promise, I will protect you." He means his words, he will die for you if he has to, he knows you would do the same for him. You got selected for the games too, the chances of you getting injured is high and he doesn't want to see his sibling get hurt.