Step 1: Multiply independent throws:
Each throw fails (not a prime) with probability $\frac36 = \frac12$, because the non-primes are 1, 4 and 6.
Step 2: Four throws in a row:
The throws are independent, so $P = \frac12\times\frac12\times\frac12\times\frac12 = \frac1{16}$.
Step 3: Sanity check:
The complement, at least one prime, is $1 - \frac1{16} = \frac{15}{16}$, which is option (B). That is a different event from the one asked about.
Final Answer:
$\frac1{16}$, option (A).
\[ \boxed{\frac{1}{16} \text{ (A)}} \]