Where can I find the exit policy of all exit relays on my installed Tor?
I could not find them on the Consensus file.
Your running Tor will cache the descriptors of other relays in a file called "cached-descriptors". The descriptors include the exit policies for the relays.
This file will be located in the Tor data directory. The data directory may be specified in your torrc using the DataDirectory keyword. The location is by default within the TBB itself for Tor Browser Bundles.
On a Mac OS X system running the Tor Browser Bundle, for example, it will be in TorBrowser[Bundle]_en-US.app:Contents:Resources:Data:Tor:cached-descriptors[.new]
From TBB 3 release candidate 1, at least, the opening page has a link to Test for Network Settings, which leads to the old "Congratulations" page, which now has a link to Atlas: The Atlas page lists the exit and all the Exit Policy stuff.
Here's an example page: