Given the following features of the 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 $=5\%$

$$ Conversion ratio $=10$ shares

$$ Current stock price $=$ S$0=$ $$110$

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 $$1,000$