You can put an attribute on li with the option value and add an event onclick, when the user clicks on li you select the option on select, take the example:
Jsfiddle
HTML
<select name="opcao" id="sel-opcao">
    <option>Selecione</option>
    <option value="1">Opção 1</option>
    <option value="2">Opção 2</option>
    <option value="3">Opção 3</option>
</select>
<ul id="lista-opcao">
    <li data-value="1">Opção 1</li>
    <li data-value="2">Opção 2</li>
    <li data-value="3">Opção 3</li>
</ul>
jQuery
$('#lista-opcao li').click(function(){
    var id = $(this).attr('data-value');
    $('#sel-opcao option').filter('[value="'+id+'"]')
                          .prop('selected', true);
});
							
							
						 
Do not put solved in the title, accept (mark it with a
V) one of the answers you liked most or the one that solved the problem. If you have any questions you can consult how to accept an answer– rray