Use Al(NO3)3 which is soluble in water. Otherwise dissolve Al2O3 in conc. nitric acid and then dilute it with water but you should be aware of safety precautions.
Alpha alumina is extremely stable, I don't recommend using it. A soluble aluminium salt is much better indeed. If you really have start with alumina, then prepare gamma alumina instead, by dissolving aluminium nitrate in water, then increasing the pH of the solution with ammonia until precipitation (ammonia or even ammonia buffer, for avoiding to increase too much the pH, otherwise the aluminium gel will dissolve into aluminate). The white suspension is then evaporated in a porcelain crucible, and the white gel is dried in the same conditions. Then finish the drying by heating for 20 min at 900°C. You'll get a porous alumina, much more reactive.
Note that dissolving alumina is easier in a strong basis than in a strong acid.