The second is grammatically correct though – if someone stated “The yolk of the egg is white.”, one could incredulously reply “The yolk of the egg is white?”. The latter could also be written with two question marks “??” or a shebang “!?”.

However, I would say that it’s ambiguous to ask about the “correctness” of a question, like you can ask about the correctness of a statement (i.e. whether the statement is factual), unless you specify grammatical correctness. A question can be nonsense if it makes implicit assumptions that are wrong, such as “What colour are the eyes of a banana?” – a banana doesn’t have eyes. But the questions above aren’t nonsense, since the yolk of an egg definitely has a colour.