Well if you want the drop down options to be blank do not populate the list.
If you do not want one of the assumed options selected by default, then you need to create an option that is not one of the answers. Since the UI does not accept a null string, you need to use a space or a default text like "Select one of the following:".
Using JavaScript to populate the drop down one can enter a null string.
Note that the drop down box will always have a value.