An investor wants to exactly replicate the put options payoff so he considers to buy X shares of the stock and Y shares of bonds. Suppose the stock price is $300 and the bond price with coupon rate 8% is $100. The stock price will either go up 20% or down 15% in one year. There are one European call option and one European put option with exercise price of $300 that will be expired in one year. Short selling is allowed.

What are the values of X and Y?