DataAnnotation on Clean Architechture AspNet Core

Question

I am learning a clean architechture.
I have the following structure:

Application, Base, Domain, Infrastructure, Shared, Web

So I put some command under Application - Services - ModuleName - Command - CreateBusinessSectorCommand.cs

The code is:

namespace CBS.Web.USI.DanaPensiun.Application.Services.AdminMaster.BusinessSector.Command;


public sealed class CreateNewBusinessSectorCommand : IRequest<BaseResponse>
{
    public string BusinessSectorCode { get; set; } = null!;
    public string? BusinessSectorDescription { get; set; }

    [ForeignKey(nameof(BusinessSector))]
    public string? BusinessLineCode { get; set; }
    public Mfbl? Mfbl { get; set; }
}

public sealed class CreateNewBusinessSectorHandler : IRequestHandler<CreateNewBusinessSectorCommand, BaseResponse>
{
    private readonly IDapperRepository<object> _dapperRepository;
    private readonly IRepository<object> _repository;

    public CreateNewBusinessSectorHandler(IDapperRepository<Object> dapperRepository, IRepository<Object> repository)
    {
        _dapperRepository = dapperRepository;
        _repository = repository;
    }

    public async Task<BaseResponse> Handle(CreateNewBusinessSectorCommand request, CancellationToken cancellationToken)
    {
        var response = new BaseResponse();
        try
        {
            var entity = new Mfbs
            {
                MfbsBsCode = request.BusinessSectorCode,
                MfbsDescription = request.BusinessSectorDescription,
                MfbsBlCode = request.BusinessLineCode
            };

            var query = await _repository.AddAsync(entity);
            response.SetReturnSuccessStatus();
            response.Data = query;
        }
        catch (Exception ex)
        {
            response.SetReturnStatus(DanaPensiunConstants.ERROR_STATUS, ex.Message);
            response.Data = null;
            throw new Exception(ex.Message);
        }
        return response;
    }
}

As you can see on the top of the code, I put some DataAnnotation like ForeignKey. Do you think this is the best place to put it on?

Please advise.
Thank you.