I was surprised as well about the amount of information on EJB, but the test does cover J2EE on a very high level.
The McGraw-Hill from what i remember is very accurate on what is on the test.
I would strongly suggest a mock-exam of some type (whizlabs was great) and to do some additional research on vague topics to get a more solid understanding.
Hey Martin. As the author of two SCJA guides, I'd say you don't have enough books until you've bought both of mine!
Seriously though, Robert is an excellent author, and McGraw Hill puts out excellent books. Of course, I won't say anything else about it for fear of detracting from my own book sales.
About EJB. Well, you need to understand the concepts. When should you use them, when should you not use them, and what are the benefits and drawbacks to using them. You don't need to know the syntax or be able to code and deploy one, although you should know how they are packaged and the types of environments in which they work. Is two pages enough? Tell us when you pass the exam!