Problem w/ Double Click Event in IE

Problem w/ Double Click Event in IE

I have the following code, which displays a letter in the green box when you double-click on it.  It works with a function attached to the doubleclick event of OPTION elements.  The code works in Firefox and Google Chrome, but I can't get it to work in any version of IE and I don't know why.  Any ideas on how to get this to work in IE?  Am I doing something wrong?

<!DOCTYPE html PUBLIC "-//W3C//DTD XHTML 1.0 Strict//EN"
    "http://www.w3.org/TR/xhtml1/DTD/xhtml1-strict.dtd">
<html xmlns="http://www.w3.org/1999/xhtml">
<head>
    <title>Test jQuery</title>
    <style type="text/css">
    form {
        margin: auto;
        padding: 1em;
       
        width: 500px;
        height: 500px;
        border: thin solid black;
    }
    div {
        border: thin solid red;
       
        margin: auto;
        padding: 1em;
    }
    p {
        margin: auto;
        width: 3em;
        height: 3em;
        border: thin solid green;
        text-align: center;
    }
    </style>
    <script
        type="text/javascript"
        src="http://ajax.googleapis.com/ajax/libs/jquery/1.4.2/jquery.min.js">
    </script>
    <script type="text/javascript">
    //<![CDATA[
    $(document).ready(function(){
        $("option").dblclick(function(){
            $("#display").text($(this).val());
        });
    });
    //]]>
    </script>
</head>
<body>
    <form action="test.html">
        <div>
            <select size="3">
                <option>A</option>
                <option>B</option>
                <option>C</option>
            </select>
            <p id="display">
            </p>
        </div>
    </form>
</body>
</html>