load page using jQuery and html dropdown

Code:

//querying the campaigns
$campaigns  = $wpdb->get_results(
                "SELECT *
                FROM tbl_campaigns
                ORDER BY campaignID DESC",   
                OBJECT_K
            );

//displaying the campaigns
<select name="campaign_list" class="campaign_dropdown">
    <?php
        foreach($campaigns as $c):
            echo '<option value="'.$c->campaignID.'" rel="'.$c->campaignID.'">'.$c->campaign_name.'</option>';
        endforeach;
    ?>
</select>

//javascript/jquery
var $j = jQuery.noConflict();
$j('.campaign_dropdown').change(function(){
        if($j(this).val() != '0'){
            var rel = $j(this).closest('option').attr('rel');
            alert(rel);
        }
    });

What i want to do is just to display the ‘s rel value whenever i select from the dropdown.
but what i always get is an undefined message.
(if this will be fixed, i’ll be using it to load another page whenever i select from the dropdown)

What’s wrong with the code?