How Do I Create A Multi Line Menu Variable?

I want something that would show up basically like:

 Menu
 \-----

1) Option 1
2) Option 2
3) Option 3

Pick one:

I tried menu = " Menu \r\n ----- \r\n 1)Option 1 \r\n..............etc etc etc"

but that didnt work (just got the whole menu one one line, with the \r\n showing)

I also tried doing it multi line:
menu = " Menu
-----
1) Option 1"
u get the idea

edit: I am doing this is CentOS, bash

You can use echo's "-e" option to convert \n into real newlines.

given it's bash you can also just let the line cross multiple lines.

VAR="this
is
a
really
tall
variable"

or just simply use 'select' to build up your menu.