If a splice site were mutated so that splicing could not take place, what would the effect be on the mRNA?

The mRNA will contain intron sequences and eventually be translated into a non-functional protein.

Explanation:

Splicing is the last stage involved in mRNA processing (the first two being 5' capping and polyadenylation). A mRNA transcript (result of transcription) contains both protein-coding regions (exons) and non-coding regions (introns). Splicing involves the removal of the introns from the mRNA sequence (by spliceosomes) and the rejoining of the exons.

If the site where splicing process should occur were mutated and splicing does not take place, this means that the introns will not be removed from the mRNA sequence, hence, the final transcript will contain both protein coding and non-coding regions.

If translation (synthesis of protein) eventually occurs, the mRNA that didn't undergo splicing will be translated into a protein molecule that is not functional. This is because the non-coding sequences will interfere with the reading frame of the coding sequences.

a physical change is being made.