How to display Greek alphabets

I have Greek alphabets such as the alpha, beta, gamma, delta, epsilon, zeta characters. How can I display them in a GUIText? A few of them were displayed correctly but most were wrongly displayed. For example, the alpha character would be displayed as an "A".

Should I change the font from Arial to something else? If so, which font should I use?

https://en.wikipedia.org/wiki/Greek_alphabet