Do I dare to tell?

I'm friends with this girl who is cheating on her boyfriend. Her boyfriend is a coworker and a good friend of my fiance. If it was a one time thing, I wouldn't let it bother me, but it's not. How do I deal with it? Should I say anything? Should I tell my fiance? I try to avoid them but it's almost impossible. And I don't have anyone to talk about it because we're a very small circle of friends.
Why did she have to tell me that? Now I hate her for it.
Do I dare to tell?
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