The answer really depends on how that data is going to be used.
A. If you are planning on doing analysis based on price, you would need it in the dimension.
B. If you need to do aggregations on the price, then you'd want it in the fact.
If you need both, then I see two ways to deal with it.
1. Do both A and B. Having the price stored in the fact allows quicker aggregations when you need it.
2. Do A and create a calculation to derive the aggregation when you need it. This can also be done on the SSAS side through a calculated measure. (QTY * Item.Price)