In the exam It is important to be alert, but not over anxious - keep a clear head. If you are getting anxious, it is simple to take a few moments to breathe deeply. Be conscious of your posture, breathing, muscle tension etc. If you are someone who gets anxious in exams and you know this about yourself, take pro-active steps to address this. Practice relaxation well before the exam - regular practice will make the technique more effective and quick acting.
Abdominal breathing is a simple and effective relaxation technique.
Here are some more ideas on stress management which you may find helpful.