Midrash for Kiddushin 4:12
לֹא יִתְיַחֵד אָדָם עִם שְׁתֵּי נָשִׁים, אֲבָל אִשָּׁה אַחַת מִתְיַחֶדֶת עִם שְׁנֵי אֲנָשִׁים. רַבִּי שִׁמְעוֹן אוֹמֵר, אַף אִישׁ אֶחָד מִתְיַחֵד עִם שְׁתֵּי נָשִׁים בִּזְמַן שֶׁאִשְׁתּוֹ עִמּוֹ וְיָשֵׁן עִמָּהֶם בְּפֻנְדְּקִי, מִפְּנֵי שֶׁאִשְׁתּוֹ מְשַׁמַּרְתּוֹ. מִתְיַחֵד אָדָם עִם אִמּוֹ וְעִם בִּתּוֹ, וְיָשֵׁן עִמָּהֶם בְּקֵרוּב בָּשָׂר. וְאִם הִגְדִּילוּ, זוֹ יְשֵׁנָה בִכְסוּתָהּ וְזֶה יָשֵׁן בִּכְסוּתוֹ:
A man may not be alone with two women [For women are weak-willed, and the two together might succumb to enticement], but one woman may be alone with two men, [for one man would be ashamed in the presence of the other. The halachah: One woman may not be alone with two men, and, it goes without saying, that one man may not be alone with two women, unless the two were rivals (tzaroth) or yevamoth, or a woman and her husband's daughter, or a woman and her mother-in-law (or a woman with a young girl who knows what cohabitation means and does not surrender herself to it), for these hate and fear one another. Likewise, she fears a young girl, lest she see and tell. And stripes are administered for being alone with a single woman and for being alone with arayoth, except with a married woman, stripes not being administered in that instance, so as not to bring her children into disrepute. And it is permitted to be alone with an animal or with (another) male, for Israel are not suspect of homosexuality or zooerasty.] R. Shimon says: A man, too, may be alone with two women when his wife is with him, and he may sleep (alone) with them in an inn, for his wife guards him. A man may be alone with his mother and with his daughter, and he may sleep with them in flesh contact. And if they are grown [the daughter being twelve years and one day old, and the boy, thirteen years and one day], she sleeps in her garment and he sleeps in his. [And if she is ashamed to stand before him naked, even if she is younger, she sleeps in her garment and he in his.]
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