I think this one is correct. The yeild beta is calculated by running a regression on the CTD bond the figure how your bond moves in relation to the bond used in the hedge (CTD). Because the future uses the CTD as the underlying it is very confusing, but in the end it is just a beta adjustment for the difference between your bond and the CTD.
Also this item set, question 51 ask to calculate the approximate number of contracts that Groton needs to appropriately change the duration of the portfolio. shall I multiply the 288 by yield beta 1.12 to get 322 contracts to get the most accurate answer?