Hide() is working in FF but not working in IE9

 $('#list_process_select option').each(function(idx){
    if($(this).val()=="GOV"){
     $(this).hide();
    }
    });

My code html :

<select id='list_process_select'>
      <option >Hola</option>
      <option value="GOV">Hello</option>
      <option>Ciao</option>
  </select>