On 1099-B you ask which state is my exempt interest is from. I don't see this on the form other than the address of my investment advisor. How do I answer this question

Many investment advisors include supplemental information concerning foreign source income and state exclusions. 

You may find such information accompanying your tax documents.

For small amounts in box 11 of a 1009-DIV or box 8 of a 1099-INT it usually easiest to select "Multiple Staes" from the very end of the pop-up list of states.

Otherwise, for a 1099-DIV form, you have to use separate lists from your Broker/Mutual fund to calculate the exact amount from your own states bonds and break that out.

IF in box 8 of a 1099-INT, you have the supplemental information sheet to break out any interest from your own state's bonds....and Multiple States for all of the rest.

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IF you don't break out your own state:

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IF you "choose" to break out your own state's $$ AND have figured out how to calculate the proper amounts: