The correct answer to this open question is the following.
The book I would carry if I traveled as Alexander did would by "The Prince," written by Machiavelli.
The reason why I would choose that book is because that book is like a manual or a handbook for every ruler that wanted to establish a strong form of government.
Machiavelli wrote an impeccable book full of ideas that served in his time to counsel kings, emperors, and rulers of those medieval years. And again, I say good ideas for those years, not today, because those years were the times of conquering, expansion, waging war to conquer more territories.
So with that book, I could travel to far places as Alexander did and always carry my handbook on how to rule under difficult circumstances and instill peace in conflictive states.