Dynamic select – get option values from shortcode

I’d like to use values from a shortcode in a dynamic select drop-down, but the values won’t populate as single options and it looks like this 🙁:

-- Please select
"China" "Peru" "Nepal"

The tag:

[dynamic_select my-select "My-Shortcode"]

The shortcode

function my_shortcode() {
	$html=""China" "Peru" "Nepal"";
	return $html;	
}
add_shortcode( 'My-Shortcode', 'my_shortcode' );

I tried some variations with double and single quotes, but no success.
Can anyone help me out?