Tre usoneca demando!
Although going by the Esperanto Wikipedia article about this, "ŝtato" in reference to the US can both refer to the entire country and to one of the 50 states, which are also called "subŝtatoj" more specifically. (Not much unlike English, actually, because the US is considered one sovereign state and one nation state)
So for example "Usono estas ŝtato, kiu konsistas el 50 subŝtatoj" is acceptable use, but "Indianao estas usona ŝtato" and "Alasko estas la plej granda ŝtato en Usono" are acceptable too.
So long story short, technically someone from Missouri could answer both "Usono" and "Misurio" to this sentence. Although realistically speaking, from an American the latter answer is probably more expected.