An investor wants to exactly replicate the put option's payoff so he considers to buy X shares of the stock and Y shares of bonds. Suppose the stock price is $70 and the bond price with coupon rate 5% is $100. The stock price will either go up 15% or down 8% in one year. There are one European call option and one European put option with exercise price of $70 that will be expired in one year. Short selling is allowed. What are the values of X and Y?