Anonymous Method in Object initializer

I am creating a quiz in which have following class

Quiz with properties CorrectOption, WrongOption1, WrongOption2, WrongOption3.

in its DTO i have the List<String> Options that will contain all wrong and correct options.

While retrieving the entities i am using object initializer of DTO but don't know how to assign List<String> Options.

I remember we use the anonymous methods to do so.

     select new QuestionDTO
                {
                    Category = q.QuizCategory.Text
                    ,
                    CorrectOption = q.CorrectOption
                    ,
                    DifficultyLevel = q.DifficultyLevel.Text
                    ,
                    Points = q.DifficultyLevel.Points.Value
                    ,
                    RewardPCT = q.DifficultyLevel.RewardPCT.Value
                    ,
                    Text = q.Text
                    ,
                    TimerDuration = q.DifficultyLevel.TimerDuration.Value
                    ,
                    Options = (qz) =>
                        {
                            List<string> ops = new List<string>();

                            ops.Add(q.CorrectOption);
                            ops.Add(q.WrongOption1);
                            ops.Add(q.WrongOption2);
                            ops.Add(q.WrongOption3);

                            return new List<string>().Shuffle();
                        }
                };

but it gives following error.

Cannot convert lambda expression to type 'System.Collections.Generic.List' because it is not a delegate type.

UPDATE

For instance i have created a read only property on original entity class to do the work. but plz let me know the better way. Thanks

UPDATE2

But it didn't work :p says following on WCFTestClient.exe

The specified type member 'Options' is not supported in LINQ to Entities. Only initializers, entity members, and entity navigation properties are supported.