Be Prepared!

First of all, be prepared! You have to study to actually do well on your exam. Thus, be sure to study until you're comfortable with the material.
Second, take everything you need with you to your exam place and bring extras. Some people don’t even bother bringing pencils, which is not good because you might not find someone to borrow one from. So be prepared; if you're not, you will panic and lose some of your concentration.
Get Enough Sleep!

Relax...
Try to relax, breath in an out for a few minutes to loosen up some of the tension. Try to stay calm and calm those around you because their anxiousness as well as yours is contagious. Make a nice joke if you can to loosen everyone's tension a bit. Also, sit up straight in your chair; don't slouch. Keep your posture upright so that you don't get muscle pains while taking the exam.
Skim Through the Exam First
Look over your exam first before answering questions. This is very important because it helps a great deal. Take 5-10 minutes to skim over the questions before you begin answering them. When you start answering the questions, start with the easy ones. Don't waste time on the hard questions; get back to them once you finish all the easy ones. Also, when doing multiple-choice questions if you choose an answer, stick with it unless you're absolutely sure it's the wrong one. We all get these doubts and end up changing from the correct answer to the wrong answer.
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How do You Tackle Exam Anxiety?