How do change the color of the text of an within a <select>?

Question

I am trying to change the color of the first option to grey color, that only the text (select one option) but here it\'s not working here:

Answer 1

    
        one  
        two  
        three  
        four  
        five
    

It all sounded like a lot of hard work to me, when optgroup gives you what you need - at least I think it does.