I'm sorry your grandma has Alzheimers. This is such a hard condition for everyone involved, and to see them slip away.
I'm not sure what you would hope to accomplish by telling her she already asked the question. She doesn't know she is repeating herself. It will confuse her, and make her feel embarrassed.
You might need to find a support group. Not necessarily because you don't understand what is going on, but mainly so you can learn from people who have already gone through this before. You might as well learn from those who have the experience and this might also allow you to vent about you really hate about what is occuring to your grandma.
All the best