Originally posted by The Italian Stallionette:
I don't think Fredo was thinking he'd get killed in the boat while fishing. I think we tend to forget that we've seen it so many times, and probably don't think about the initial reaction from the first viewing perspective. 
As a viewer in the audience, at that time, I didn't know Fredo would be killed until the actual gunshots, because when Connie called Anthony in there was no indication even then that something was going to happen. Remember, think as someone who hasn't seen and analyzed this so many times.
True, Fredo wasn't the brightest bulb, but even he is not that stupid. Why would he'd continue with his fishing plans, knowing he was gonna get killed. 
Like Mary Cas noted, I too was shocked when I first saw it. I remember thinking, "he actually had his own brother murdered", and that wasn't until right after the gunshots
Poor Fredo!! 
TIS I'm in agreement with TIS on this issue. I know when I first saw it, I had no idea Fredo was going to be whacked.
