If you select the "Text Message or Phone Call" option, you will be prompted with a field to enter your mobile phone number. Once you enter your phone number, select whether you would prefer to receive a text message or an automated phone call to receive the code. Then click "Continue". On the next page, you will type in the code that you received.
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Once you enter the 6-digit code, click “Continue” and the 2-factor authentication enrollment process will be complete and you should see the success screen below.