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In this letter, we analyze the physical layer secrecy performance of a two-hop cooperative cognitive underlay relay network with a decode and forward relay and a passive eavesdropper. Unlike other works to date, we assume combining of direct and relayed signals at the destination and the eavesdropper. A closed-form expression is derived for secrecy outage probability. We show that ignoring the direct channel leads to pessimistic estimate of secrecy outage. Furthermore, we propose a power backoff method that is shown to improve secrecy outage performance. Computer simulation results demonstrate the accuracy of derived expressions.