Interestingly enough, though, if you pronounce the word with a full "ш" sound as I did, you'll be marked correct.
Before I spoke into the microphone, I wondered if I should try to imitate what I had heard or voice what I thought to be correct. I was pleasantly surprised to be marked correct. Hope that will be the case for any others like this.
“У нас” can be used in conjunction with the verb “to be, to exist” (“быть”) to mean “I have”; basically you say “by us is X” (“у нас есть X“) instead of “we have X”.
This doesn't mean that “у нас” means “of us” however. In fact the genitive form of “мы/us” is simply “нас” (meaning, quite literally, ”of us, of ours”), but possession is most commonly indicated—as it is in English—with the possessive adjective “наш”: “our”.
This sentence is not saying that “we have a brother”, but that “he is our brother”, hence why you can't use “у нас”.
It is always the case for the paired consonants and х, ц, ч, щ. The voicing is determined by the last one in the row.
However, consonants before в keep their voicing (even though в does have a devoiced counterpart ф). For example, свет, звезда, творог and дверь are really pronounced with с, з, т, д respectively.