Is it posible to make my PC stream two different audios simultaneously

Hey there I have my PC Connected to both a HDTV through a HD cable and an LCD monitor so am getting both audio and video coming out the TV, what happens is sometimes I will be playing games or youtubing on my PC monitor while my brother is watching a movie on the TV ( which works as my 2nd screen so both audio and video are coming form the same source which is my PC ), and I was wondering if there is a way where I can make the TV plays the movie audio alone, while I get all the other sounds through my headset ?
 
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