Cleaned Historical VaR After Removing Bad Scenario

Desk A and Desk B losses across five aligned scenarios are A=[4, 1, 3, 2, 5] and B=[1, 2, 0, 4, 1]. Scenario 4 is traced to bad data and removed from both books before aggregation. Using the remaining scenarios and historical VaR/ES at alpha=0.75 with the ceil(alpha*n) convention, what are the cleaned VaR and ES of the aggregated portfolio?