Spaces are used to separate list tokens. A.B is a single token. (A.B) is a list with a single element. (A . B) is a cons cell with A as car and B as cdr.
A cons cell is a pair of "things" (objects). In your case, these things are symbols, and they are named A, B, etc.. The printed representation of such a cell is (A . B), for example. This is called "dot notation". The first element is called "car", the second "cdr".
The function cons creates such a cell. (cons 'a 'b) thus produces the cell (A . B). Note that names are always upcased internally.
This is most likely what your teacher wanted, so ((A . B) . C) is the correct output, and your code the right answer. This is a cell where the car points to another cell, and the cdr contains C. That other cell is a cell where the car contains A and the cdr B.
By the way, a list is a linear chain of such cons cells, such that the car always holds a value and the cdr points to the rest of the list. The last cdr points nowhere (which is called NIL in Lisp). In dot notation, a list is e.g. (A . (B . (C . NIL))). Since lists are important, they can be written shorter like this: (A B C). If the last CDR has a value instead of NIL, it is shown in dot notation, e.g. (A . (B . (C . D)))) can be written as (A B C . D).