Scott Siegel, manager of an M&A hedge fund, watched the tape go across his Bloomberg screen at $4$:$00$ p$.$m$.$ on June $13,2001.$ Celera Genomics, a Rockville company known for mapping the human genome, announced it would acquire AXYS Pharmaceuticals Inc., an integrated small molecule drug discovery and development company. The deal was structured as a stock swap in which AXYS shareholders would receive $0\mathrm{.}1016$ Celera share for each AXYS share.

Celera share was at $$41\mathrm{.}75,$ and AXYS at $$3\mathrm{.}45$ after the announcement.

As an M&A arb, Siegel would try to immediately take a position in AXYS and in Celera on the bet that the seller$$s share price would rise while the buyer$$s share price would remain same. What should be the seller's share price before Seigel could execute his trade so that there is no arbitrage opportunity for him $.$ Give your answer up to two places of decimal and without the $ sign