You don't have to be concerned with the federal side of this because interest from obligations of the federal government is fully taxable by the federal government.
Re the State of Georgia, interest from federal government securities are exempt from state taxation but you may have to enter that in the State section of the program. You should also note that some states make a distinction (or have made one in the past) between dividends paid out of a mutual fund and interest paid directly from the federal government (e.g., where you would directly own U.S. Treasuries).
