Hernanes scored for Lazio early on but later missed a penalty before giving away another.
Francesco Totti scored that penalty, meaning Roma remain three points behind Lazio in the league.
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The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.
Five English clubs will compete in the last sixteen of the Champions League for the first time ever as Liverpool, Manchester United, Manchester City, Chelsea and Tottenham face some difficult away matches.