You don't have a problem on your federal return since the bonds are exempt from taxation there. As far as the state is concerned, the bonds are only tax exempt if they pertain to the state you live in. Since it seems you cannot ascertain if any of the income is from your state, you can just not assign any of it to your state and it will all be taxable there. In that case, you can choose the "multiple states" option when asked what state your interest belongs to.
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