Error while executing Migrations

Friends, I have two DeliveryFee and City entities, where DeliveryFee has a City FK, when I went to remove the relationship between the two and I managed the Migration it returned the following error.

  

'FK_dbo.DeliveryFees_dbo.Cities_Cities_Id' object depends on column 'CityId'.   ALTER TABLE DROP COLUMN CityId failed because one or more objects access this column.

follows the generated migration file code.

public partial class Remove_City_DeliveryFee : DbMigration
{
    public override void Up()
    {
        DropForeignKey("dbo.DeliveryFees", "CityId", "dbo.Cities");
        DropIndex("dbo.DeliveryFees", new[] { "CityId" });
        DropColumn("dbo.DeliveryFees", "CityId");
    }

    public override void Down()
    {
        AddColumn("dbo.DeliveryFees", "CityId", c => c.Long(nullable: false));
        CreateIndex("dbo.DeliveryFees", "CityId");
        AddForeignKey("dbo.DeliveryFees", "CityId", "dbo.Cities", "Id");
    }
}

and my classes.

public class DeliveryFee : BaseModel
{
    public float Distance { get; set; }
    public decimal Price { get; set; }

    //[Required]
    //public long CityId { get; set; }

    [Required]
    public long BranchId { get; set; }

    //public virtual City Cities { get; set; }
    public virtual Branch Branch { get; set; }
}

public class City : BaseModel
{
    public City()
    {
        ZipCodes = new HashSet<Neighborhood>();
        //DeliveryFees = new HashSet<DeliveryFee>();
    }

    [StringLength(80)]
    public string Description { get; set; }

    [Required]
    [ForeignKey("State")]
    public long StateId { get; set; }
    public virtual State State { get; set; }
    public virtual ICollection<Neighborhood> ZipCodes { get; set; }
    //public virtual ICollection<DeliveryFee> DeliveryFees { get; set; }

}

Entity complains that you have an extra relationship with CityId that I'm removing, but I do not have one.