Given an ABC convertible bond with F = $1,000, maturity of two periods, periodic coupon rate of 5%, conversion ratio of CR = 10, and an underlying stock with a current price of $100, u = 1.05, d = .952381, and q = .5, calculate the value of the bond using a binomial tree of stock prices. Assume no call on the bond and a flat yield curve at 5% that is not expected to change.