From the 1880 United States Census, it looks like he was born in Indiana and his father in Virginia and mother in North Carolina.
Household: Marital Name Relation Status Gender Race AgeBirthplaceFather's BirthplaceMother's Birthplace A. G. GRANT Self M Male W 51 IN Farmer VA NC Alabama GRANT Wife M Female W 30 AR AL GA Olla L. GRANT Dau S Female W 13 LA IN AR Mattie L. GRANT Dau S Female W 10 LA IN AR Mary A. GRANT Dau S Female W 7 LA IN AR Sallie T. GRANT Dau S Female W 5 LA IN AR Armisted G. GRANT Son S Male W 2 LA IN AR Hattie J. GRANT Dau S Female W 3M LA IN AR Matte GRANT Sister Female W 57 TN --- ---
Source Information: Census Place 1st Ward, Red River, Louisiana Family History Library Film 1254467 NA Film Number T9-0467 Page Number 10D