As much as I like prospects, especially when acquired for relievers, the Sox are only 1 out of the wild card. It wouldn't hurt to just go for it for the hell of it and prove to your young studs like Anderson that you will go for it. He's a leader and has been through a good amount of lousy rebuild years.
At the same time, relievers are volatile. Colome is at the absolute top of his game. Selling high ain't bad if you get a really good package. You gotta trade him if the price is right.