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A Convertible Bond Is Selling for $800

Question 46

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A convertible bond is selling for $800. It has 10 years to maturity,a $1000 face value,and a 10% coupon paid semi-annually. Similar nonconvertible bonds are priced to yield 14%. The conversion price is $50 per share. The stock currently sells for $31.375 per share. Determine the bond's option premium.

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