Find all positive integers $1 \leq k \leq 6$ such that for any prime $p$, satisfying $p^2=a^2+kb^2$ for some positive integers $a, b$, there exist positive integers $x, y$, satisfying $p=x^2+ky^2$.

[hide=Remark on 10.4] It also appears as ARO 2010 10.4 with the grid changed to $10 \times 10$ and $17$ changed to $5$, so it will not be posted.
To solve the problem, we need to find all positive integers \(1 \leq k \leq 6\) such that for any prime \(p\) satisfying \(p^2 = a^2 + k b^2\) for some positive integers \(a, b\), there exist positive integers \(x, y\) satisfying \(p = x^2 + k y^2\).

1. **General Claim (GC)**: According to Thue's lemma, there exist positive integers \(x, y\) such that \(p \mid x^2 + k y^2\) and \(x^2 + k y^2 < (k+1)p\).

2. **Case \(k = 1\)**:
   - If \(p^2 = a^2 + b^2\), then \(p\) must be of the form \(p \equiv 1 \pmod{4}\) or \(p \equiv 3 \pmod{4}\).
   - By Fermat's Christmas theorem, a prime \(p\) can be expressed as \(p = x^2 + y^2\) if and only if \(p \equiv 1 \pmod{4}\) or \(p = 2\).
   - Therefore, \(k = 1\) works.

3. **Case \(k = 2\)**:
   - By the general claim, there exist \(x, y \in \mathbb{Z_+}\) such that \(x^2 + 2y^2 = 2p\) or \(x^2 + 2y^2 = p\).
   - If \(x^2 + 2y^2 = 2p\), then \(2 \mid x\) and \(x = 2a \Rightarrow p = 2a^2 + y^2\).
   - Therefore, \(k = 2\) works.

4. **Case \(k = 3\)**:
   - Consider \(p = 2\). We have \(2^2 = 1^2 + 3 \cdot 1^2\), but \(2 \neq x^2 + 3y^2\) for any positive integers \(x, y\).
   - Therefore, \(k = 3\) does not work.

5. **Case \(k = 4\)**:
   - If \(p^2 = a^2 + 4b^2\), then \(p\) must be of the form \(p = x^2 + 4y^2\).
   - By analogy with \(k = 1\), \(k = 4\) works.

6. **Case \(k = 5\)**:
   - Consider \(p = 7\). We have \(7^2 = 2^2 + 5 \cdot 3^2\), but \(7 \neq x^2 + 5y^2\) for any positive integers \(x, y\).
   - Therefore, \(k = 5\) does not work.

7. **Case \(k = 6\)**:
   - Consider \(p = 5\). We have \(5^2 = 1^2 + 6 \cdot 2^2\), but \(5 \neq x^2 + 6y^2\) for any positive integers \(x, y\).
   - Therefore, \(k = 6\) does not work.

The final answer is \(\boxed{k = 1, 2, 4}\)