Hi!
The French spelling: Geneviève with the accent grave (and the stress) on E No 3.
The pronunciation: I think your French teacher is right. ZH is a voiced SH-sound and the vowel folling should be pronounced something like in "fur". After the N there is a short A-sound like in the last syllable of "never". Explaining French sounds in English is not easy, I hope I got the pronunciation accross.
Andy ;—)