Fat Tails: Unconditional Kurtosis of GARCH Returns

Let $r_t=\sqrt{h_t}\,z_t$ with $z_t\sim N(0,1)$ i.i.d. and GARCH(1,1) variance. The unconditional kurtosis (when finite) is $K=\dfrac{3\,[1-(\alpha+\beta)^2]}{1-(\alpha+\beta)^2-2\alpha^2}$. For $\alpha=0.1$, $\beta=0.85$, compute $K$ and state whether returns are leptokurtic. Give $K$ as a decimal.