Five-Step Forecast via the Mean-Reversion Formula

For a GARCH(1,1) with $\omega=0.2$, $\alpha=0.1$, $\beta=0.8$, the one-step-ahead conditional variance is $h_{t+1}=3$. Using the closed form $E_t[h_{t+k}]=\bar h+(\alpha+\beta)^{\,k-1}(h_{t+1}-\bar h)$, compute the 5-step-ahead forecast $E_t[h_{t+5}]$ as a decimal.