Senad Lulic scored the only goal of the game in the second period to win it for Lazio.
It means they qualify for the Europa League whilst Roma miss out on Europe entirely, despite finishing above Lazio in the league this season.
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.