Drop down boxes placed onto a spreadsheet does not function well. It will not move with the cells, and is cumbersome to deploy.
Now, what you can do, is make a dialog box, that will place a selection value into the ACTIVE CELL. So, lets say, you select the cell you want to place the YES/NO/MAYBE, and hit CNTRL-ALT-Q (as an example). Then that key combo will provide a dialog to select. Once you make the selection, it places the selection into the cell that was clicked (and made active) prior to the key-stroke.
Take a look at this and see if making a dialog box would work:
It can be done.