Office365, Apps and Multi-Factor Authentication

Premise

I had just enabled the multi-factor authentication option for my Office365 account. I chose authentication by Microsoft Authenticator app. Once the setup was completed, I was able to successfully access my Office365 account/apps online i.e., in a web browser. However, on my laptop, I was unable to sign into any of my office apps (Outlook, Skype for Business, etc.).
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