Exit level
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Hold Select and press A + B while playing the game.

Full ammunition
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Hold Start and press A + B while playing the game.

Unlimited lives
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A map screen will appear between levels. Move your character
around until you run into an enemy unit. Battle the unit until
you defeat the tank at the end. After you destroy the tank, an
extra life icon will appear. Collect it and exit the level.
You can repeat this until you have a total of eight lives.