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In underlay cognitive radio networks, unlicensed secondary users are allowed to share the spectrum with licensed primary users when the interference induced on the primary transmission is limited. In this paper, we propose a new cooperative transmission scheme for cognitive radio networks where a relay node is able to help both the primary and secondary transmissions. We derive exact closed-form and upper bound expressions of the conditional primary and secondary outage probabilities over Rayleigh fading channels. Furthermore, we proposed a simple power allocation algorithm. Finally, using numerical evaluation and simulation results we show the potential of our cooperative transmission scheme in improving the secondary outage probability without harming the primary one.