I think, both should work...
However, Pennsylvanien will work now
Just to clarify: I was wrong with "California" - the main german dictionary (Duden) states clearly that "California" is the english version of "Kalifornien", so in a german quiz "California" is wrong.
But the same source lists "Pennsylvania" as alternate word for "Pennsylvanien" (the latter with higher relevance), so both should work.
So now the quiz is correct :-) :-)
I think these possibilities are quite important, as otherwise, this would be just a copy of the English original... plus Kalifornien.
Source: am American, speak German. Danke schön.
I also like that for some reason, the Germans who take this test tend to score much more highly on The Dakotas and Carolinas than most Americans. US citizens would more likely remember Colorado or Georgia, which score lower among Germans. Interesting.