Although every good style manual has several pages dealing with italics--the rules and their exceptions--the general rule is that when a word is sufficiently assimilated into the English language that it is listed in large reputable English dictionaries such as Oxford or the American Heritage of the English Language (as is the case here) it is written in roman lower case. An exception would be if you want to emphasize it for some reason. For instance:
The musical direction a cappella, (which literally means "in chapel style") is not usually italicized in running text or titles.
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