Der Wolf ging geradewegs nach dem Haus der Großmutter und klopfte an die Tür.
The wolf went straight to grandma's house (the house of Grandma) and knocked on the door.

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The genitive case denotes a relationship between two nouns, usually expressed in English with of or the possessive 's.
Der Großmutter is feminine in gender and genitive in case.

Masculine and neuter nouns are marked genitive with -s:
des Vaters or des Rotkäppchens. [Notice that the genitive sign, -s, is also used on the masculine and neuter noun, as well.]