Revealing mistake: After Whitehurst is blown up by the grenade and Andy gets to him you can see Whitehurst blinking his eyes even though he is dead. (01:10:45)
Revealing mistake: All the snow in the forest at the end of the movie actually seems more like foam than real snow. (01:04:25)
Revealing mistake: When Andy gets to his room for the first time, in the shot when he walks toward the bed to throw his bag on, have a look to the right of the door. You can see the shadow from the boom mic pole move. (00:18:20)
Answer: Military schools usually have gun ranges, so they would have live ammunition for that.
pross79