[C++] Updated the hyperlink formatting for Code of Conduct (#239)

* fixed hyperlink formatting issue

* Revert "fixed hyperlink formatting issue"

This reverts commit b52ecc1f036a3ae1599dcaef2b1caaab426590ae.

* fixed hyperlink formatting issue

* updated fomratting as markdown syntax
diff --git a/cpp/CONTRIBUTING.md b/cpp/CONTRIBUTING.md
index 5336424..3a8c869 100644
--- a/cpp/CONTRIBUTING.md
+++ b/cpp/CONTRIBUTING.md
@@ -181,4 +181,4 @@
 
 All participation in the Apache Arrow project is governed by the Apache
 Software Foundation’s
-`code of conduct <https://www.apache.org/foundation/policies/conduct.html>`\_.
+[code of conduct](https://www.apache.org/foundation/policies/conduct.html>).