Unless I was missing context, TB, she said Fredo drowned, but it was pretty obvious she knew otherwise, just like she knew Michael had Carlo murdered.
I agree. Connie had to know, or at least strongly suspect, that Michael, who had no compunctions about ordering Carlo to be killed because he set up Sonny's assassination, wouldn't hesitate to have Fredo killed because of his betrayal. I think that, by that point, she couldn't let herself be more embittered by thinking the worst--and possibly blaming herself for begging Michael (on her knees!) to forgive Fredo and to bring both of them back into his "good graces."
