Was Harry paranoid?

Fortune magazine has excerpts from an interesting interview with Harry Markopolos, the guy who tried to blow the whistle on Bernie Madoff. Harry is definitely an interesting personality. He talks about having to be undercover these days since he's now famous. He also talks about looking under his car for bombs because he feared Madoff may try to kill him. At one point the interviewer asks him if he was being overly paranoid. He explains that his wife was expecting twin boys and he wanted to make sure they had a father. Well, nobody said being a fraud examiner and a whistleblower was easy or without risks!