Step 1: Use the direction cosine property.
If a ray makes angles
\[
\alpha,\ \beta,\ \gamma
\]
with the coordinate axes, then
\[
\cos^2\alpha+\cos^2\beta+\cos^2\gamma=1
\]
Given,
\[
\beta=2\alpha,\quad \gamma=3\alpha
\]
Therefore,
\[
\cos^2\alpha+\cos^22\alpha+\cos^23\alpha=1
\]
Step 2: Test the given options.
For
\[
\alpha=\frac{\pi}{6},
\]
\[
\cos^2\frac{\pi}{6}
=
\left(\frac{\sqrt{3}}{2}\right)^2
=
\frac{3}{4}
\]
\[
\cos^2\frac{\pi}{3}
=
\left(\frac{1}{2}\right)^2
=
\frac{1}{4}
\]
\[
\cos^2\frac{\pi}{2}
=
0
\]
Thus,
\[
\frac{3}{4}+\frac{1}{4}+0=1
\]
Hence,
\[
\alpha=\frac{\pi}{6}
\]
is valid.
Now check
\[
\alpha=\frac{\pi}{4}
\]
\[
\cos^2\frac{\pi}{4}
=
\frac{1}{2}
\]
\[
\cos^2\frac{\pi}{2}
=
0
\]
\[
\cos^2\frac{3\pi}{4}
=
\left(-\frac{1}{\sqrt{2}}\right)^2
=
\frac{1}{2}
\]
Thus,
\[
\frac{1}{2}+0+\frac{1}{2}=1
\]
Hence,
\[
\alpha=\frac{\pi}{4}
\]
is also valid.
Step 3: Final conclusion.
Therefore, all possible values of \(\alpha\) are
\[
\boxed{\frac{\pi}{6},\ \frac{\pi}{4}}
\]