This is a very short mission that only has one objective. You can sit there and listen to the Psycho rant and yell about you shooting him in the face, but it’s actually what you need to do. As the optional objectives point out, you can’t shoot him in the arms, legs or chest, but in the face (or head, as it also counts). Note that the optional objectives will not be fulfilled if you do shoot him in any other place.

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Not in the leg, but the face!