This happened to me when I was naive about the ways of the Delhi Metro. I was comfortably seated in the General, non-Ladies section as the next stop approached. A fair lady, in her mid-30s, approached me. She had a body language that suggested that she couldn't take "No" for an answer. However, I did not mind seeing her in the eye and not moving from my seat. There is nothing wrong with holding on to your seat when the Delhi Metro offers a dedicated ladies' compartment and reserved seats. As a man and a paying customer, there is nothing wrong with me when I want to seek some comfort for my workplace-tortured aching legs and bum.
