Final answer:
The Pantheon was the last to be built among the given options. It was constructed around 125 CE by the Emperor Hadrian.
Step-by-step explanation:
The Sanctuary of Fortuna Primigenia in Palestrina, the Forum of Augustus, the House of the Tragic Poet, and the Pantheon were all built at different times in ancient Rome. However, of these options, the Pantheon was the last to be built. It was constructed around 125 CE by the Emperor Hadrian and is known for its unique architectural design and impressive dome.