Assume the following reference credit portfolio: Credit 1: $ 100,000 notional, post-default value $ 30000 Credit 2: $ 200,000 notional, post-default value $ 50545 Credit 3: $ 250,000 notional, post-default value $ 72000 Credit 4: $ 260,000 notional, post-default value $ 77255 Given an $810,000 structure, if credits 1 and 4 default (in that order) in a standard basket swap, how much will an investor receive?