Suppose $a$ and $b$ are positive integers, and that $d=\gcd(a,b)$. Suppose we have found integers $x$ and $y$ such that $ax+by=d$. Prove that $x$ and $y$ are relatively prime.
$\gcd(a,b) =ax\!+\!by\Rightarrow \gcd(x,y)\!=\!1;\ $ $\gcd(a,b)\gcd(x,y)\mid ax\!+\!by$
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Although you don't have to use proof by contradiction, it would be my first try.
Assume that $x$ and $y$ are not relatively prime. What does that mean? It means they have a common divisor larger than 1. So give that divisor a name, do some algebra, and see if you can reach a contradiction.
Post in the comments if you have problems.
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Hint $\rm\ \,(x,y)\:\!\color{#c00}{(a,b)}\mid\overbrace{a\ x + b\ y}^{\large \color{#c00}{(a,b)}}\ \Rightarrow\ (x,y)\ |\ 1\ \:$ by cancelling $\rm\,\color{#c00}{(a,b)}\neq 0. \ \ \small\bf QED$
We used $\rm\ (a,b)\ |\ a, \ (x,y)\ |\ x\ \Rightarrow \ (a,b)\:(x,y)\ |\ \color{#0a0}{ax},\,$ by the Divisibility Product Rule.
In a similar way we infer also that $\ \rm (a,b)\,(x,y)\mid \color{#0aff}{by},\, $ so $\rm\,(a,b)(x,y)\mid \color{#0a0}{ax}+\color{#0af}{by}$.
If $k|x,y$, then $k|ax+by=d$, so we can write $d = kd' = ax'k + by'k$; hence $d'=ax'+by'$. Since $\gcd(a,b)|ax'+by' = d'$, then $d|d'$. Since $d'|d$, then $|d|=|d'|$.