Mahatma Gandhi indeed uttered "Hey Ram" ("Oh Ram") as his final words after being assassinated on January 30, 1948, by Nathuram Godse. This reflected his deep spiritual connection to Lord Ram, a central figure in Hinduism. The other options are incorrect: Nehru was a contemporary but not present, Patel was another independence leader who died later, and Vishwanathan Anand is a chess grand.