You have to use JSTL <forEach> to iterate through the elements and add it to the select-option . Probably make the List a scoped attribute . Populate the List object in the servlet, set it in request/session scope and forward the request to this JSP. Remember you can populate the List in the JSP itself and use pageScope to refer it , but that will be bad design in my opinion.
<select>
 <c:forEach var="element" items="${al}">
  <option value="${element}">${element}</option>
 </c:forEach>
</select> 
Here , al is the name of the attribute which stores the List in probably request or session scope.
Use JSTL in project :
- Download the JSTL 1.2 jar . 
- Declare the taglib in JSP file for the JSTL core taglib. - <%@ taglib prefix="c" uri="http://java.sun.com/jsp/jstl/core" %>
 
If you want to use just the scriptlets(which is bad off course) :
<%
List<String> al = new ArrayList<String>();
al.add("C");
..........
...........
%>
<select>
  <%  for(String element: al) { %>
   <option value="<%=element%>"><%=element%></option>
  <% } %>
</select>
The above code will work if you have defined the List as List<String> , or else you need to cast the element to String.
Read How to avoid Java Code in JSP-Files?.