It is grammatically correct, or at least it was for quite a long time. In these days of more relaxed grammar rules, I don't know if the traditional ones still apply
FWIW, where I've lived (US East Coast/Mid-Atlantic areas), that construction would rarely be used in everyday speech, even if it is still grammatically correct. It sounds bookish or affected. I can't speak for other US regions or usage in BrE, however.