It is added, and listed in the ingredients. Originally (late 1800s, early 1900s), cola was made using the kola nut which has naturally occurring caffeine. (Many plants, just like the coffee bean plant, produce caffeine as a natural insecticide/insect repellent.) The caffeine also added bitterness to balance the sweet, and gave the cola its unique taste, which became popular. Some old colas also used tea, for the same reason. Over time, they stopped using kola nuts, but added caffeine to try and match the original taste.
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