Please help

Assume that Almond Milk Company has a $1,000 face value bond with a stated coupon rate of 6.29 percent that is convertible into its common stock at $35.36. The bond is selling at $1,095.36 in the market. The common stock is selling for $33.42 and pays a dividend of 0.60 per share. Calculate the conversion value:

My teacher got $945.14 as the right answer, but I don't know how she got it