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We report on the optical gain and loss of waveguides containing lithographically defined quantum dots. Lasing action has previously been demonstrated in a nominally identical structure. Measurements are made by monitoring the transmission of a resonant pulse while varying the injection current. We measure a maximum modal gain of 1.8 cm-1 at the peak of the ground state emission for a two-layer structure. The peak gain is insufficient for ground state lasing to be achieved in a structure with as-cleaved facets, but the gain per dot is comparable with that demonstrated in self-assembled quantum dots.