Morsi must have known about it, because the first place that the movie or its trailer was actually publicly broadcast was on Egyptian TV the day of the attacks. It was meant to stir up a mob to accompany the pre-planned 9/11 “celebrations.”
I am sure that Egyptian TV is very tightly state-controlled, and in that case there is no way that Morsi and the MB wouldn’t have known about this in advance.
Morsi turned over the state television to the muslim brotherhood a while back.