Make sound play from external monitor and laptop

Hello,

I recently got a new monitor to be used as my second screen.
Philips 227E is the model of the monitor.

I connected it with HTMI to my Laptop which is Lenovo Y510P and set up all the display settings and now they work fine.
I was playing music and realized the sound now plays from the monitor which has built in speakers on it.
I want to make sound play from the monitor AND my laptop at the same time.

I have been looking around on peoples solutions but none seem to work.
I would really be grateful if someone can help me get this working.

Thank you.