I have a YPT-400 (aka PSR-E403) here in my studio, which should be very similar to yours. Keep in mind I did this in ten minutes, if you take some time you can edit the tones further and get much closer to the sounds used in the song, by acting on the filter and envelope parameters, but this should get you in the ballpark. I dialed in a "Dual" patch composed of the following patches:
#161 DX+Analg as primary voice (this means Yamaha DX7 - or similar - plus an analog pad. This sorts of emulates the more digital, "glassy" pad that's layered with the synt brass).
#323 RezSynBr as dual voice (this means "resonant synth brass, meaning it's a Prophet-5 style brass with applied resonance and the filter envelope closes it down to create the "wheoom" effect)
You can turn #323 RezSynBr off during the sung part - as does the song - by turning the "Dual" mode off, and bring the syn brass back for the choruses)
For the synth bass part, I additionally engaged the "Split" feature and selected the following patch:
#048 HiQ Bass (this patch means it's a synth bass with a heavy amount of resonance - aka Q - applied to the filter)
Keep in mind in the original song the synth bass was sequenced, which you can also do if you take the time to program it in the sequencer. For the purpose of this quick demonstration I'm playing everything in real time, as I've been playing keyboards for a long time and for me it's no problem playing these simple parts in real time. If you can't play both parts in real time yet, just sequence the synth bass, like Tears For Fears did.
P.S. if you want to practice the parts with a beat, I selected this pattern:
#016 PopShf 2 in position Main B (this means it's variation B of the Pop Shuffle 2 pattern and it's a quick way to emulate the drum beat of the song)
Finally, this is very optional - but I also turned the velocity-sensitiveness of the keyboard ("Touch") to Off, because the original Prophet synth didn't have velocity, and also because it's easier to play with a consistent volume.
Here you go, in practice, I made a video that shows the components of this setup: