Are you (the Michigan resident) sure you have income taxable by Colorado?
If you're a full-year Michigan resident your pension income is taxable only by Michigan. It is not Colorado income. By federal law, retirement is taxable only by your state of residence at the time you receive it, regardless of where you actually earned it.
Also, what is the nature of your "investment income attributable to Colorado"?
**Answers are correct to the best of my ability but do not constitute tax or legal advice.
