What would you do about rumors of a planned shooting at your kids school?

On Monday I received this email from the principal of my kid's high school which is in a suburb of Chicago:

There is a rumor that circulated through Twitter about a safety concern at our assembly on Friday. We have investigated the rumor thoroughly, have found the source of the Twitter message, and have involved the Police from the very start of our investigation. At this time, we do not feel there is a threat to the school or our students, but we continue to investigate any and all reports. The Police Department has agreed to be a presence at the school, both in plain clothes and in uniform, throughout the week and at our assembly. We will continue to investigate any and all rumors, and will send a message to our students later this afternoon about the importance of keeping us informed of any threats to the school. (Edited to remove school name and town name)

I didn't think too much about it, but when my kids told my wife about it, she decided that our boys should stay home. What would you do if you were in my shoes?