I don't think he knew.

He ran from Michael in Havana, and he would have run from Al, too, if he thought he was about to go on his last cruise.

When Connie called Anthony back, Fredo could have easily said "You know what, Al? I really wanted to take Anthony fishing, but since he can't go, let's make it some other time."

If he was smart enough to know, he would have said something like that.

But he was stupid, and had no clue.