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So I chose that one because set point is controlled by the hypothalamus (PGE2 and IL-1 mediate fever in the hypothalamus) and the rest of the answer choices involved something below the level that has been transected. Not 100% sure if that’s accurate though.
Agreed with @its_raining_jimbos -- Fever is mediated by altering set point in hypothalamus. All the other choices, as far as I can tell, involve sympathetic nerves and their effects at target organs.