We can also find the ROC by writing the bilateral Z-transform sum directly and applying the ratio test to its two halves.
The Z-transform is:
\[ X(z)=\sum_{n=-\infty}^{\infty}0.9^{|n|}z^{-n}=\underbrace{\sum_{n=0}^{\infty}0.9^{n}z^{-n}}_{\text{first sum}}+\underbrace{\sum_{n=1}^{\infty}0.9^{n}z^{n}}_{\text{second sum}} \](the second sum comes from substituting $n\to -n$ in the $n\leq -1$ part of the original sum).
The first sum is a geometric series with common ratio $r_1=0.9z^{-1}$. A geometric series converges exactly when the ratio's magnitude is less than $1$, so:
\[ |0.9z^{-1}|<1 \implies |z|>0.9 \]The second sum is a geometric series with common ratio $r_2=0.9z$, which converges when:
\[ |0.9z|<1 \implies |z|<\frac{1}{0.9} \]Both sums must converge together for $X(z)$ to exist, so we take the overlap of the two conditions:
\[ 0.9<|z|<\frac{1}{0.9} \]This ring-shaped region is exactly option (C).
\[ \boxed{0.9<|z|<1/0.9} \]