which state shall I pick?

Hello,

I have a 1099-DIV which has " exempt interest dividends $37.34 for BOX 12 and IL for BOX 14.

The last page of this 1099-DIV  states that this tax exempt dividends from non classified securities, Western AST intermediate term muni found A"

When I fill info for this $37.34 on turbotax premier online version, It ask me  from which state that I earned this tax exempt dividends, see the attachment:smalltax.jpg

 

 

      

How shall I  CHOOSE the answer?

Thanks.