Your teacher is wrong. Other than the material given in the FAQ answer below, it's also important to understand that quantum entanglement can't have anything to do with this, because it's not a question about quantum gravity, it's a question about classical gravity.
FAQ: How fast do changes in the gravitational field propagate?
General relativity predicts that disturbances in the gravitational field propagate as gravitational waves, and that low-amplitude gravitational waves travel at the speed of light. Gravitational waves have never been detected directly, but the loss of energy from the Hulse-Taylor binary pulsar has been checked to high precision against GR's predictions of the power emitted in the form of gravitational waves. Therefore it is extremely unlikely that there is anything seriously wrong with general relativity's description of gravitational waves.
It is difficult to design empirical tests that specifically check propagation at c, independently of the other features of general relativity. The trouble is that although there are other theories of gravity (e.g., Brans-Dicke gravity) that are consistent with all the currently available experimental data, none of them predict that gravitational disturbances propagate at any other speed than c. Without a test theory that predicts a different speed, it becomes essentially impossible to interpret observations so as to extract the speed. In 2003, Fomalont published the results of an exquisitely sensitive test of general relativity using radar astronomy, and these results were consistent with general relativity. Fomalont's co-author, the theorist Kopeikin, interpreted the results as verifying general relativity's prediction of propagation of gravitational disturbances at c. Samuel and Will published refutations showing that Kopeikin's interpretation was mistaken, and that what the experiment really verified was the speed of light, not the speed of gravity.
A kook paper by Van Flandern claiming propagation of gravitational effects at >c has been debunked by Carlip. Van Flandern's analysis also applies to propagation of electromagnetic disturbances, leading to the result that light propagates at >c --- a conclusion that Van Flandern apparently sincerely believes.
Fomalont and Kopeikin -
http://arxiv.org/abs/astro-ph/0302294
Samuel -
http://arxiv.org/abs/astro-ph/0304006
Will -
http://arxiv.org/abs/astro-ph/0301145
Van Flandern - http://www.metaresearch.org/cosmology/speed_of_gravity.asp
Carlip -
http://xxx.lanl.gov/abs/gr-qc/9909087v2