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Fifteen years ago, Roop Industries sold $ 400 million of convertible bonds. The

ID: 2666537 • Letter: F

Question

Fifteen years ago, Roop Industries sold $ 400 million of convertible bonds. The bonds had a 40-year maturity, a 5.75% coupon rate, and paid interest annually. They were sold at their $ 1000 par value. The conversion price was set at $ 62.75, and the common stock price was $55 per share.The bonds were subordinated debentures and were given an A rating; straight nonconvertible debentures of the same quality yielded about 8.75 At the time Roop's bonds were issued.

C)At the time the bonds were issued, what was the value per bond of the conversion feature?

Explanation / Answer

The value of the convertion feature is the difference between what the bond is sold for with the feature - the value of a bond without the feature. Value of bond without: 40 n 8.75 i 5.75 pmt 100 fv pv = 66.91 Value of feature = 100 (since sold at par) - 66.91 = 33.08% or $330.8 per $1000 par value

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