Both scenarios are possible: dimming, or putting checkmarks. How did you set up the custom MCQ slide, with a default MCQ question or with standard objects? Custom questions give you more control, with the default MCQ-slide you are bit tied by the two-step scenario, you could use the system variable cpQuizInfoAnswerChoice. Have a look at:
http://blog.lilybiri.com/secrets-of-cpquizinfoanswerchoice-and
http://blog.lilybiri.com/widgetsquestions-source-list
http://blog.lilybiri.com/template-for-reusing-script
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