therapy after infidelity

My boyfriend (once fiancé) and I just had our first therapy session after I busted him cheating on me 2/13/17! Three days later I find out I'm 4.2 weeks pregnant. It has left me to consider abortion or adoption. He wants the baby 💯 but I'm fearful of ending up a single mom for a second time. He also has a past drug addiction problem that leaves me in fear of him returning to prison. 
He agreed to therapy but doesn't want to return. Praying he continues treatment with me for our family's sake! 
Would you keep the baby if you were me?