Long-Run Variance of a Quiet GARCH Process

For a GARCH(1,1) model $h_t=\omega+\alpha r_{t-1}^2+\beta h_{t-1}$ with $\omega=\frac{1}{10}$, $\alpha=\frac{1}{5}$, and $\beta=\frac{3}{5}$, assume $\alpha+\beta<1$. Compute the unconditional variance $E[h_t]$.