In the book, $\mu_1$ and $\mu_{2}$ are a vector with dimension , $p\times 1$ y $V^{-1}$ inverse covariance matrix with dimension $p\times p$. I have the following identity
$$ \frac{1}{2}\mu_{1}^{´}V^{-1}\mu_1= -\frac{1}{2}\mu_2^{´}V^{-1}\mu_2 $$ $$ (\mu_2-\mu_1)^{´}V^{-1}\bigl( \frac{\mu_2+\mu_1 }{2}\bigr)=0$$
and the textbook omits the steps it has taken to arrive at this result. Someone could develop it. I have tried to use the usual properties of matrices, Distributivity, Transpose, etc. but nothing