Ajax not appending to my drop down list (C# MVC)

I'm busy with 2 drop downs. The first one is country and loads fine, then on country change I call ajax to populate the province drop down.

The code works fine and when I put an alert in my ajax call it shows the correct data being created but it doesn't append it the drop down so the values aren't available.

Drop Down

 <div class="form-group">
                        <label class="col-md-3 col-xs-5 control-label">Country:</label>
                        <div class="col-md-9 col-xs-7">
                            @Html.DropDownListFor(x => x.CountryId, (IEnumerable<SelectListItem>)ViewBag.CountryItems, "Please Select", new { @id = "ddlCountry", @class = "form-control select" })
                        </div>
                    </div>
                    <div class="form-group">
                        <label class="col-md-3 col-xs-5 control-label">Province:</label>
                        <div class="col-md-9 col-xs-7">
                            @Html.DropDownListFor(x => x.ProvinceId, Enumerable.Empty<SelectListItem>(), "Please Select", new { @id = "ddlProvince", @class = "form-control select" })
                        </div>
                    </div>

The Ajax

<script>
    $('#ddlCountry').change(function () {
        var countries = document.getElementById("ddlCountry");
        var countryId = countries.options[countries.selectedIndex].value;

        $.ajax({
            url: "/Master/GetProvinces",
            data: { countryId: countryId },
            dataType: "json",
            type: "GET",
            error: function () {
                alert(" An error occurred.");
            },
            success: function (data) {
                $.each(data, function (i) {
                    var optionhtml = '<option value="' + data[i].Value + '">' + data[i].Text + '</option>';
                    $("#ddlProvince").append(optionhtml);
                });
            }
        });
    });
</script>

The code behind

 public ActionResult GetProvinces(string countryId)
    {
        IEnumerable<SelectListItem> ProvinceItems = null;

        if (!string.IsNullOrEmpty(countryId))
        {
            ProvinceItems = BusinessAPI.ProvinceManager.GetAllProvincesByCountryId(Convert.ToInt32(countryId)).Select(ci => new SelectListItem
            {
                Value = ci.Id.ToString(),
                Text = ci.Name
            });
        }

        return Json(ProvinceItems, JsonRequestBehavior.AllowGet);
    }