Alpha: In the hand held away from the body would be reasonably safe. In a pocket of a lab coat might provide a little more shielding from the body with the coat material, but it is physically closer. Eaten would be very bad for the user, but protect the outside world the best
Beta: Medium penetration, would likely not be safe in any of these three situations
Gamma: High penetration, definitely not safe in any of these situations, best would be to get it as far away from you as possible, so held at arms length would mean you might only get high radiation exposure in your hand. Hospital visit is probably needed in any of these three situations