Ruthless: Lex Luthor can use Mastermind, but can treat any friendly character 4 or fewer squares away to which he has a clear line of fire as if it were adjacent.

Everything Has a Price: Lex Luthor can use Perplex. When he modifies the combat value of a target friendly character, roll a d6; on a result of 1, deal the target 1 unavoidable damage at the end of the turn.

If Lex uses Perplex on himself, would he still have to roll the d6 and possible be damaged?
Yes. A characters is always friendly to itself. Since Everything Has a Price tells you to roll when a friendly character is the target, and Lex is friendly to himself, you would have to roll as instructed.