Make a drop list item a clickable link?

I have a drop down list to select the price list a client is on. Is it possible to add a clickable link to each item in the drop-down list?

I’d like to link to a Dropbox file.
If not, what’s the best alternative?

Is the dropdown a select field or a connection field?

I’m curious as to how you envision it working, are you setting the dropdown to the selected value as well as clicking a link? Or just displaying a link?

The drop-down is a select field. I want to be able to select the price list and then click through to view the document, without having to reattach the link for every user.