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Solve the following problem using Python, implementing the functions described below, one line at a time
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Description:
 def alert_type(self, alert_type):
 """Sets the alert_type of this Alert. Alert type. # noqa: E501 :param alert_type: The alert_type of this Alert. # noqa: E501 :type: str """

        allowed_values = ["CLASSIC", "THRESHOLD"]  # noqa: E501
        if alert_type not in allowed_values:
            raise ValueError(
                "Invalid value for `alert_type` ({0}), must be one of {1}"  # noqa: E501
                .format(alert_type, allowed_values)
            )

        self._alert_type = alert_type