NAV Limit From Historical VaR Cap

A desk uses the historical return window [-0.01, 0.005, -0.03, -0.015, 0.01, -0.025, -0.005, -0.04]. Dollar loss in each scenario is defined as loss = -NAV * return, with NAV measured in millions. Historical VaR is computed at alpha=0.75 using the ceil(alpha*n) order-statistic convention. If the desk's VaR limit is 4 million, what is the largest NAV it may run?