Incremental VaR From Adding Third Desk

Desk A and Desk B have aligned scenario losses A=[1, 3, 2, 5] and B=[1, 1, 3, 1]. A new Desk C with losses [1, 0, 2, 0] is proposed. Historical VaR is computed at alpha=0.75 using the ceil(alpha*n) convention. By how much does portfolio VaR increase after adding Desk C to the existing A+B portfolio?