Released: Exchange Server 2013 RTM Cumulative Update 2

ATTENTION !!

Important: To prevent issues during the installation or upgrade of Exchange 2013 RTM CU2, you should ensure that the Windows PowerShell Script Execution Policy is set to “Unrestricted”. Failure to do so could cause the Exchange 2013 server to be in an unusable state and some downtime could occur. To verify the policy settings, run the Get-ExecutionPolicy cmdlet from PowerShell on the Exchange 2013 Server(s). If the policies are NOT set to Unrestricted you should use the resolution steps in the following article to adjust the settings KB 981474.

This is false

The policy has to be unset (if you carefull read the KB they linked it´s also saying it has to be undefined). If you are setting "unrestricted" the setup will fail.