Mission: The Exchange
After the start of the mission and after the cut-scene, quickly run to the back of the mansion to find a garage with Body Armor inside it. Grab it and get into the Cartel Cruiser. Run over the guards and exit through the front gate. You’ll then notice a helicopter fly overhead towards Cochrane Dam.
After regaining control, go over the small wall nearby, near the light post, and go off the road over the wall. Then head over to your safe-house. If you have some weaponry here, grab it. Rocket Launcher especially. Also grab some Sniper Rifle ammo, too.
If not, take the fast car, speed over to Phil’s, and spend some cash on the Rocket Launcher. Trying using the subway tunnels from Francis International to Liberty Campus. Since you’re buying and these regenerate faster (I think), buy a lot of Rocket Launchers and forget about Sniper Rifles.
Outside the gate, use your Rocket Launcher on the Cartel Cruisers nearby. Get back in the car and drive forward to the Sniper Rifle icon near the dam’s base. Rocket the two Cartel Cruisers in front of you, then use the Sniper Rifle (or Rocket Launcher) on some of the Colombians nearby; note the ones atop the side staircases.
Go forward to the first container crates and Rocket the Barracks OL and use the Sniper Rifle or Rockets on the Colombians nearby.
Go to the next set of container crates past the Barracks OL. Rocket the next Barracks OL’s and snipe down some remaining guards. Before going forward, switch to the Rocket Launcher.
Past the second grouping of container crates, you’ll watch a scene where Catalina enters a helicopter. This copter will launch rockets at you, so watch out. Turn around and go back to the Dam entrance (heh) and turn west. Stop at the sharp turn.
Once you’re done, proceed to the building at the end of the Dam path (heh) we were taking earlier. Proceed up the next-to-last staircase (the one next to the wall, not the metal one) and use your Sniper Rifle to get rid of the guards around Maria. (If you need more ammunition, I think you can go to the Newport Ammu-Nation and it be okay.)
Afterwards, go up the stairs to Maria for the end cut-scene. Congratulations!