Tail Insurance Needed To Reduce Historical ES

The aggregated historical dollar-loss sample of a portfolio is [4, 7, 6, 5] million across four scenarios. A bespoke insurance contract pays c million only in scenarios where the original loss exceeds 5.5 million. Using the hedged sample and alpha=0.75 with the ceil(alpha*n) convention, what is the minimum c that makes historical ES no larger than 5 million?