Question on State for Vanguard Stocks

I live in California State and own Vanguard stock such as  VWLUX, VWIUX and VMLUX, for which I see tax-exempt dividends in my Vanguard tax form. Turbo Tax asks me the following question when I import Vanguard tax form. Please confirm if I should enter California (where I live) as the state and if not, where should I get the state for those tax-exempt dividends?

 

Question from Turbotax:

Choose the state where your tax-exempt dividends came from

This is for the dividends of <> from Vanguard Marketing corporation vanguard brokerage.