How did Conrad come back to life after the gunshot in "The Game"?

In The Game,

At the end of the movie Conrad was shot by his own brother Nicholas Van Orton. But Conrad came back to life at the very end of the movie. How it this possible? Because, Nicholas Van Orton took the gun from his house, which was hidden inside the book named To Kill a Mocking Bird. And also, I think it's a real gun. Because, the conversation between Christine and Nicholas Van Orton clearly elaborates it was a real gun.

Here are the conversation between Christine and Nicholas Van Orton,

Where'd you get that? What?

That gun, that's not an automatic--

What the fuck are you talking about?

We all had an automatic. Where did you get the gun?

This is my gun.

But we've searched the house

Well, I guess you missed this, didn't you?

Listen, we got a real Goddamn gun up here

................

Nicholas, Nicholas, listen
Damn it, he's got a real gun with real goddamned bullets.

I couldn't understand how it's possible to come back to life after being shot by a real gun. Did i miss something in the movie? Any help will be appreciated!!!