Covariance and moments of linear transformation

Let $X$ and $Y$ be random variables such that $X\sim N(1, 2)$ and $P(Y = \frac{X}{2}+1) = 1$. Let $\alpha = \mathrm{Cov}(X, Y)$, $\beta = E(Y)$ and $\gamma = \mathrm{Var}(Y)$. Then, the value of $\alpha+2\beta+4\gamma$ equals