Using headers in side by side question dropdown list

Hi Qualtrics Community,
I'm hoping that someone can help me with the following:
I am new to qualtrics and I have a question about the formatting in a drop down list. I have a side by side question where one column is the drop down list and participants need to choose an option, in the second column participants need to rate their answer.
I want to have headers in the dropdown list by making certain options/text bold or underlined. I tried to Google answers but I couldnot find an answer, furthermore I tried to change the format of the choice with the rich content editor, but this did not work.
Any advise is greatly appreciated.