Never try to handle a bully alone. No matter what a bully threatens to do, you must tell somebody in a position of authority and your parents. Never suffer in silence. Responsible adults will help you if you tell them what is happening. Studies have shown that bullying stops when adults step in and telling an adult rarely makes the situation worse.
Bullies often model what they see at home.
Sometimes a bully is really crying out for help. Telling an adult about a bully may end up helping BOTH of you. Ignoring bullies does not make them stop. Only adult intervention and awareness can end the harassment. Bullies thrive on the reactions of their victims and ignoring them can make them step up their efforts.