How to ADD FILE in SQL Managed instance to create a partition?

I want to create a partition in SQL Managed Instace, therefore I create a file group:

ALTER DATABASE megasqldw
ADD FILEGROUP fg_actividades_2022;

That´s OK.

Then when I try to add a file for this file group:

ALTER DATABASE megasqldw
ADD FILE
(
  NAME = activ_2022,
  FILENAME = 'F:\data\activ_2022.ndf',
    SIZE = 1000MB,
    MAXSIZE = 5000MB,
    FILEGROWTH = 500MB
)
TO FILEGROUP fg_actividades_2022;

I see this error:

Msg 41903, Level 16, State 1, Line 37
FILENAME option is not
allowed in SQL Database Managed Instance.

How could I solve it?