How do you make so your headset plays one audio but speaker plays a different audio at the same time?

Mar 31, 2018
I have my headset and speaker as 2 separate devices but I wanna play a game while the game audio goes through my headset and i want music to go through my speakers at the same time but I can only get it so either it plays music and the game audio on the headset or both on the speakers.
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