Yes, if you are considering a PhD programme you are strongly encouraged to contact the relevant department and faculty at Penn to investigate options and appropriate supervisory support, as well as to determine whether the PhD programme is the most appropriate route for your circumstances and future plans. You will be expected to talk about your faculty contacts if short-listed for an interview. You should only apply for the PhD program if you are able to secure other funding for your third (or more) year(s) of study. Check with the Penn department you are interested in applying to about their funding opportunities for PhD programs.