[dba-SQLServer] User Defined Function error

I am trying to make a user defined function, and no matter what I do I 
keep getting the error

Server: Msg 170, Level 15, State 1, Line 1
Line 1: Incorrect syntax near 'FUNCTION'.

It is always finding an error in the CREATE FUNCTION line.  I can't even 
get dummy function to work

CREATE FUNCTION dbo.MyFunction(@MyParameter int) 
RETURNS int AS 
BEGIN 
        DECLARE @MyVar int
        SET @MyVar=1
        RETURN @MyVar
END


Any ideas?




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