Step 1 :The null hypothesis in this case is that the proportion of treated subjects who experienced headaches is less than 9%. The alternative hypothesis is that the proportion is greater than or equal to 9%.
Step 2 :The P-value is the probability of observing a result as extreme as the one we got (or more extreme) if the null hypothesis is true.
Step 3 :In this case, the P-value is 0.0093920062, which is less than the significance level of 0.05.
Step 4 :This means that if the null hypothesis is true, there is a very low probability of observing a result as extreme as the one we got.
Step 5 :Therefore, we reject the null hypothesis.
Step 6 :Final Answer: \(\boxed{\text{C. Reject the null hypothesis because the P-value is less than or equal to the significance level, } \alpha}\)