There was probably some issue with hr doing export, though I have given sysdba role and exp_full_database to hr. Now, I have done it as follows:

C:\>expdp 'SYS/SYS@ORAC as sysdba' dumpfile=t2.dmp logfile=lg2.log query=employees: \"where department_id in (20)\"

Export: Release 10.2.0.1.0 - Production on Thursday, 16 July, 2009 16:49:54

Copyright (c) 2003, 2005, Oracle. All rights reserved.

Connected to: Oracle Database 10g Enterprise Edition Release 10.2.0.1.0 - Production
With the Partitioning, OLAP and Data Mining options
Starting "SYS"."SYS_EXPORT_SCHEMA_02": 'SYS/********@ORAC AS SYSDBA' dumpfile=t2.dmp logfile=lg2.log query=employees: "where department_id in (20)"
Estimate in progress using BLOCKS method...
Processing object type SCHEMA_EXPORT/TABLE/TABLE_DATA
Total estimation using BLOCKS method: 0 KB
Processing object type SCHEMA_EXPORT/ROLE_GRANT
Master table "SYS"."SYS_EXPORT_SCHEMA_02" successfully loaded/unloaded
******************************************************************************
Dump file set for SYS.SYS_EXPORT_SCHEMA_02 is:
E:\ORACLE\ADMIN\ORAC\DPDUMP\T2.DMP
Job "SYS"."SYS_EXPORT_SCHEMA_02" successfully completed at 16:50:42


Thanks ales.