I am a PA resident. I received a Massachusetts Schedule 3K-1. Do I have to file a tax return in MA, or do I simply add this to my PA return?

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If you have income related to a business activity in Massachusetts, you'll need to file a MA tax return (assuming the amount is sufficient to have a filing requirement). Start here (under nonresidents) for more info: https://www.mass.gov/service-details/who-must-file-a-state-personal-income-tax-return