If the students' books are closed, and you want to tell them to open their books and look at a particular page, you'd say "OPEN your books ON page 9" or "OPEN your books AT page 9". 'On' and 'at' refer to a fixed position - in this case, a page of the book. Remember that 'to' indicates movement from one position to another. So if you want to tell them to move from one page of the book to another page, you would say "TURN TO page 9". I hope that makes sense.

It mainly depends whether you want to students to look at page 3 or page 9. :) I think "at" is best but either is fine. You could also say "turn to page 9".

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The second one.