It could be, but I don't think so. It just feels too wrong to spell it that way so it's probably how my teachers taught me. Yes, I'd change it to 'okay' or rather, I'd never have used 'alright' so it wouldn't come up, but in all the publishers style guides I've seen, 'alright' is forbidden.

Honestly, I think people would see the 'all right' in that sentence and accept it without thought. But you could work around it. "Sure", "I'm on my way." "Mmm. Yes." Or just have the character nod and slide between the sheets.