Characters to use for \r\n when inserting into SQL Server

I'm attempting to insert some data from MySQL to SQL Server. I've dumped the MySQL table to a text file as SQL insert statements. I can insert it into SQL Server ok but the carriage returns are inserting as \r\n rather than as control sequences. How can I replace the \r\n strings in the MySQL insert statements so that they will end up as carriage returns in SQL Server?

What is N character in SQL?

The "N" prefix stands for National Language in the SQL-92 standard, and is used for representing Unicode characters. In the current standard, it must be an upper case , which is what you will typically find implemented in mainstream products.

What special characters are allowed in SQL?

Names can contain (but cannot begin with) the following special characters: 0 through 9, #, @, and $. Names specified as delimited identifiers (in double quotes) can contain additional special characters.

The only way I can think of is to replace \r\n with ' + CHAR(13) + CHAR(10) + '.