"The real question is, did you turn up to rescue Maria, or to get me back? Well, I got news for you! Shooting you will be a pleasure, but dating you was only business! You are muy pequeñito amigo! Throw over the cash. You have been a busy boy, but you haven't learned. I'm not to be trusted. KILL THE IDIOT!"
― Catalina
The Exchange is the final storyline mission in Grand Theft Auto III. It is given to the main protagonist, Claude, by Colombian Cartel leader, ex-girlfriend, and main antagonist Catalina from the Cartel Mansion in Cedar Grove, Shoreside Vale, Liberty City.
Mission
Catalina recently kidnapped Maria Latore. She now wants Claude to bring $500,000 to the Cartel mansion in Cedar Grove in exchange for not having Maria killed. Claude then arrives at the mansion and hands over the money to Catalina, who lies and walks off with the money, leaving Claude in the mercy of her Colombian Cartel men.

Claude is put under gunpoint by a Cartel gang member, but quickly escapes by punching him and taking the pistol he dropped. After being shot at, he shoots the Cartel men who start shooting, gets a car and exits the mansion only to find a helicopter hovering above him which holds both Catalina and Maria. Claude follows the helicopter all the way to the base of Cochrane Dam and kills every Cartel goon on his way.

After coming halfway and nearly closing into the helicopter as well as getting past all the Cartel goons who are heavily armed, Catalina drops off Maria at the loading bay, guarded by a couple of her men and reenters her helicopter. Catalina's chopper fires missiles at the ground while Claude gets to Maria and kills all the Cartel men. One Cartel member gets in a Barracks and tries to run over Claude. Claude picks up a rocket launcher to shoot down Catalina's chopper with Maria nearby. After a few initial missed shots, he successfully manages to hit the helicopter and it crashes against the dam in the water, killing Catalina. Afterwards, Claude and Maria walk together as they cross over to the other side of the dam.

While the credits are rolling on the screen Maria can be heard talking right before a mysterious gunshot, after which, she remains silent and is no longer heard. The news also reports the crime scene with witness Clive Denver.

Deaths
Catalina - Killed by Claude for betraying him and leaving him for dead after the bank robbery.
Numerous members of the Colombian Cartel - Killed by Claude for getting in his way in rescuing Maria Latore and killing Catalina.
Possible Deaths
Maria Latore - Possibly killed off-screen from an unknown cause.
Mission Objectives
In order to complete the mission the player must:

Get Catalina
Follow the chopper to find Catalina
Get Catalina
Rescue Maria
Take down Catalina's chopper
Tips and Tricks
Park a car outside the mansion before starting the mission so that the escape can be continued on straight away, the guards at the gate will have light weapons so not too much damage will be taken.
It is recommended to collect all Hidden Packages beforehand as the Colombians will strip all of Claude's weapons during the opening cutscene, having a rocket launcher and other powerful weapons will make the dam siege and helicopter chase a lot easier and quicker.
As soon as leaving the mansion gates, go down the winding road to the safehouse and pick up the weapons. Don't worry about falling so far behind the helicopter as it won't fail the mission. From the safehouse, take the shortcut to the dam by driving down the slope opposite to the road below. This road will lead straight to the dam's lower entrance.
After escaping the mansion head over to Phil's Army Surplus (but be quick, however the player won't fail the mission in this way) and grab some firepower, when starting the mission make sure having sufficient money.
Hitting Catalina's helicopter with a RPG is not the only option. Concentrated fire with M-16 would also do the trick. In order to obtain more M-16 rounds, snipe to kill only when necessary as long distance shots will often cause M-16 markers to disappear.

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