Does a 'Sonnet' poem's last two lines have to rhyme with each other?

Does the last two lines in a sonnet poem have to rhyme with each other or can it be an approximate rhyme? Like, for an example say the scheme is ababcdcdefefgg. When I get to the last two lines (gg) can I say 'gone' and 'alone'? And are those approximate rhymes? My dad says they are, but I'm not sure.