Although I've come across all of them, I think to fail in the exam is better. Thus, the second one is the best choice. However, may be, the last one would be as pretty good as the second.
The exam is tommorow. You haven't practiced at all. You are going to:
- fail in the exam.
- fail with the exam.
- fail the exam.
- fail.
- fail exam.
Best Answer
is the idiomatic version.
is fine if it is understood from context what you are going to fail.