Given the following features of the \(\mathrm{ABC}\) convertible bond

- Coupon rate (annual) \(=5 \%\)

- Face value \(=F=\$ 1,000\)

- Maturity \(=10\) years

- Callable at \(\$ 1,100\)

- YTM on a comparable, nonconvertible bond \(=6 \%\)

- Conversion ratio \(=10\) shares

- Current stock price \(=S_{0}=\$ 95\)

Calculate the following:

a. ABC's conversion price

b. ABC's conversion value

c. ABC's straight debt value

d. Minimum price of the convertible

e. The arbitrage strategy if the price of the convertible was \(\$ 925\)