As far as a historical account is concerned, you're more correct, but not entirely so. Suetonius mentions that some claim Julius Caesar uttered those words as he died, however his ultimate conclusion was that Caesar, in fact, uttered nothing in death. Plutarch, the other relavant historical account of what happened, came to the same conclusion.
I'd have to say that they're probably right, or are at least in a better position to say what happened than us ;)