Final answer:
A pencil sharpener plugged into a wall outlet is the device that converts electrical energy to mechanical energy, which in turn generates sound while sharpening pencils.
Step-by-step explanation:
The device that the students were most likely observing that converts electrical energy to mechanical energy to sound is a pencil sharpener that is plugged into a wall outlet. In this device, electrical energy is transformed into mechanical energy as the motor turns the blades of the sharpener. As pencils are sharpened, friction between the pencil and the sharpener creates sound.