How should I handle a dementia patient who only talks about her sex life?

I am a live in home health aide and the women I care for is 77 and only talks about her sex life. She tells wonderfully funny stories about her boyfriend who sneaks in every night, of course this is not true, however should I go along with her fantasy or not? And if not, how should I approach this situation. I've tried going for a ride with her taking a walk and diverting the conversation, this doesn't help...