It is important to clarify that Mortal Kombat 9 (2011) was never officially released for the PlayStation Portable (PSP) . Therefore, there is no official file that can run natively on the PPSSPP emulator.
If you are struggling with a downloaded "MK9" file for any platform, check these common troubleshooting steps: Missing .DLL Errors (PC): If running the Mortal Kombat Komplete Edition mortal kombat 9 ppsspp file download fix