Step 1: Trace the fever pathway from cytokines to the prostaglandin that actually moves the thermostat.
Step 2: Cytokine pyrogens such as IL-1, IL-6 and TNF-alpha reach the hypothalamus and stimulate synthesis of prostaglandin E2. PGE2 is the molecule that raises the thermoregulatory set point, which is exactly why antipyretics that block prostaglandin synthesis reduce fever.
Step 3: The other prostaglandins listed do not serve as the fever mediator at the set point, so the answer among the choices is PGE2.
\[\boxed{\text{PGE2}}\]