This last line ("Et tu, Brute" in Latin) has become famous because it is derived from William Shakespeare's play Julius Caesar. The truth is that there is quite some disagreement among scholars and historians over what Caesar said upon dying, or whether he said anything at all.
Roman historian Suetonius reports that Caesar said "You too, my child" in ancient Greek (Shakespeare's line is a variation on this). Plutarch wrote that Caesar remained silent and merely pulled his toga over his head when he saw Brutus. The controversy still remains among historians nowadays.
So the phrase "You too, Brutus" is by no means a certain historic fact. Jonathan Stamp, the series writer and historic consultant, edges toward the version of Plutarch (whom he mentions on the audio commentary). In the series, Caesar silently pulls his toga over his head after Brutus stabbed him, perhaps as a sign of disdain (though Stamp explains this action as a way for Caesar to conserve his dignity). Also note that Caesar tries to say something to Brutus (Brutus confirms this in the next episode "Passover"), but is not able to due to his injuries.