I got that k=2, and checked it by seeing it integrated to 1.
For the Marginal Distributions of X and Y, I got :
f(x) = 2[e^(-x)-e^(-2x)] I [0,infinity) (x)
f(y) = 2[e^(-y)-e^(-2y)] I [0,infinity) (y)
Then, for the conditionals, I got:
f(x|y) = e^(-x) / [1-e^(-y)] I[0,infinity) (x)...