Back in college I had a roommate with whom I shared a room with in the frat.
Now we had an open air dorm on the third floor, and whoever didn't have a girl that night had to sleep up there (poor thing).
Well long story short, my new GF and I were fucking like rabbits (my roommates description heh) to the point that she was over most of the time. If we were just sleeping my roommate was sleeping in a bunk bed and we were on a futon on the floor. Being young, horny, and not married, we of course had morning sex and more then once we did under the blanket while he was 'sleeping' (his bunk was really high and if he were looking down it would be obvious). On at least one occasion he was awake for it and we both told him good morning.
Now my roommate wasn't a prude, which helped a lot, and being guys we had the standard 'rules'.
If your roommate is a prude, you could just sit down and ask her ahead of time to not return until a certain time. This is the mature thing to do.
That or just get it on and let her walk in while you are at it. She should be mortified and embarrassed and will learn that way
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