Step 1: Pyrogens are substances that cause fever. They are classified as exogenous (such as bacterial toxins) and endogenous (such as IL-1, TNF-alpha, IL-6 and interferons).
Step 2: These cytokines act on the hypothalamus, where they raise the level of prostaglandin E2 (PGE2). PGE2 then resets the thermoregulatory set point upward, producing fever. Among the prostaglandins, PGE2 is the final common mediator that elevates the set point.
Step 3: PGD2, PGF2 alpha and PGI2 are not the fever-producing prostaglandin at the hypothalamic set point, so the best answer here is PGE2.