Convert Windows / MS-DOS end of line characters (CR/LF) to UNIX (LF) with sed

I guess everyone has ended up with problems into a script files written under Windows using some text editor which incorrectly placed into the end of lines Windows (rn) end of lines instead of the UNIX (r).
Those who have have already take advantage of the nice tiny utility dos2unix which is capable of convert the Windows end of lines to UNIX. However some older UNIXes, like SunOS or HP-UX does not have the dos2unix utility into the list of packages one can install or even if its possible to install dos2unix it takes quite a hassle.
In that cases its good to say convertion of end of lines can be done without using external end programs by simply using UNIX sed .
The way to remove the incorrect Windows ^M (as seen in unix text editors) is by using the sed one liner:

server# sed 's/.$//' file-with-wrong-windows-eol.txt > file-with-fixed-unix-eol.txt

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