Italicize one letter in a footnte

I need a footnote that says:

GE, I, §9, 1[i] (p. 26-27)

with the "i" italicized, as indicated. I have done that with many other citations. However, when I do that with this note in my Word document, it leaves the html code <> in rather than italicize. If I change the citation to

GE, I/, §9, 1[i] (p. 26-27)

with a / after the I, then the html <> functions correctly, and the i is italicized. But I don't want the / in there. Any suggestions?
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