As I am currently studying Logistic regression, but I am still new to this. I have encountered a sentence and a word below in red circles that I can only image but not with my own clear understanding.
Please help me go further. I hope I have provided enough information. Thank you in advance.

The first means that Equations (3.2) are functions of $\pi_i$. The expected value and variance have different values given different $\pi_i$.
The second means that all possible covariances have the same value. For definition of covariance, see http://en.wikipedia.org/wiki/Covariance.