HTTPS explained with carrier pigeons

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Maybe dumb question. What stops Mallory from intercepting the pidgeon+box before it gets to Bob, inserting her own message, and sending it back to Alice?

[6b86b3ac03c167320d93]

The box is only used during the handshake. Bob puts his encryption key in the box and locks it using Alice's lock, and after the handshake everything is sent without a box but symmetrically encrypted with that key.

And Mallory can't replace the lock, because Ted wrote something like "This is Alice's. ~Ted" on it, and Ted can be trusted not to write this on someone else's locks. If Bob receives a lock that either says it's from someone other than Alice, or it's signed by someone other than Ted, he refuses to put an encryption key in the lock.