Answer:
Peter Winn received a threat that he must send thousands of dollars.
Explanation:
Peter Winn's secretary brought him a message thinking it would amuse him. The letter stated that Peter has a pigeon which he must let go. The name of the pigeon is Loo Loo. If he does not let go of this pigeon, then he must send thousands of dollars otherwise, the sender of this letter would annoy him forever.
The letter was not signed or had any addresses on. It was completely anonymous.
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