$9)$ The "modified duration" used by practitioners is equal to the Macaulay duration:

A$)$ divided by $($one plus the bond's yield to maturity$).$

B$)$ times the change in interest rate.

C$)$ times $($one plus the bond's yield to maturity$).$

D$)$ divided by $($one minus the bond's yield to maturity$).$

E$)$ None of the options are correct.