First of all, no need to address privacy with HER, as you're not going to reveal your sources. For YOU, I would tell you that there's a difference between PRIVACY, and SECRETS.
For HER, your answers are simple: "Everything I've done, has been to fight for our marriage.". And "I decided that she had a right to know the truth," and "I decided that I'm not willing to lie to cover up your affair. "