in my experience, light exercise (keyword: light) will indeed help concentration, but make sure you dont really expend any real energy.
for example, if you normally run a mile in half an hour, now run half a mile in that time; low effort but still the effect.
however, what helped me more then that was sunglasses and an mp3 player during the exam (i have special permission for both, dont try and use them without, there's a big chance you'll be expelled from the exam on suspicion of cheating(