Minimum Hedge Overlay Scale For VaR Limit

A core book has scenario losses [2, 5, 4, 6]. A hedge overlay contributes [0, -2, -1, -3] per unit notional across the same four scenarios. If the overlay is scaled by a factor x and portfolio losses are computed scenario by scenario as core + x*hedge, what is the minimum x that makes historical VaR at alpha=0.75 no larger than 3 under the ceil(alpha*n) convention?