**Core Concept**
Exercise is a physiological response to physical activity, characterized by increased energy expenditure and metabolic demands. The body's response to exercise involves the activation of various physiological pathways, including the sympathetic nervous system, the hypothalamic-pituitary-adrenal axis, and the release of various hormones and neurotransmitters.

**Why the Correct Answer is Right**
The correct features of exercise include increased heart rate, cardiac output, and blood flow to the muscles. The body's demand for oxygen and nutrients increases during exercise, leading to increased respiration and vasodilation. The hypothalamic-pituitary-adrenal axis is activated, releasing hormones such as adrenaline (epinephrine) and cortisol, which prepare the body for the "fight or flight" response. The sympathetic nervous system is also activated, leading to increased muscle contraction force and speed.

**Why Each Wrong Option is Incorrect**
* **Option B:** This option is incorrect because it does not describe a feature of exercise. Muscle atrophy is actually a feature of disuse or immobilization, not exercise.
* **Option C:** This option is incorrect because it describes a feature of sleep, not exercise. REM sleep is characterized by increased brain activity, vivid dreams, and paralysis of the muscles.
* **Option D:** This option is incorrect because it describes a feature of fever, not exercise. Hyperthermia is a common feature of fever, which is characterized by an elevated body temperature.

**Clinical Pearl / High-Yield Fact**
The body's response to exercise can be divided into three phases: the aerobic phase, the anaerobic phase, and the recovery phase. The aerobic phase occurs during low-intensity exercise and is characterized by the use of oxygen to generate energy. The anaerobic phase occurs during high-intensity exercise and is characterized by the use of stored energy sources, such as glycogen and ATP.

**Correct Answer:** (A)