The reason the labels for MSRP, MPG_City, and MPG_Highway are not displaying in the PROC PRINT report is that the LABEL option was not used in the PROC PRINT statement. In SAS, even if you have label statements in your DATA step, you must also specify the LABEL option in the PROC PRINT statement for those labels to be used in the report output. Thus, the correct answer is Option A: You must use the LABEL option on the PROC PRINT statement.
References:
SAS documentation on the PROC PRINT statement and LABEL option, SAS Institute.
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