**Core Concept**
Exercise is often prescribed as a complementary treatment for depression, and its therapeutic effects are thought to be mediated by various physiological and psychological mechanisms.

**Why the Correct Answer is Right**
Exercise has been shown to have a positive impact on depression by influencing neurotransmitter systems, including the release of serotonin, dopamine, and norepinephrine, which play crucial roles in mood regulation. Regular physical activity can also stimulate the growth of new neurons in the hippocampus, a region of the brain involved in mood processing and emotional regulation. Furthermore, exercise can reduce inflammation, improve sleep quality, and enhance self-esteem, all of which are associated with improved mood and reduced symptoms of depression.

**Why Each Wrong Option is Incorrect**
* **Option A:** While exercise may have some indirect effects on cortisol levels, it is not primarily acting through cortisol reduction to alleviate depression symptoms.
* **Option B:** Exercise is not primarily acting through the parasympathetic nervous system to alleviate depression symptoms.
* **Option C:** Exercise is not primarily acting through the release of endorphins alone to alleviate depression symptoms.

**Clinical Pearl / High-Yield Fact**
A key aspect of exercise's antidepressant effects is its ability to promote neuroplasticity, or the brain's ability to adapt and change in response to new experiences. This is thought to be mediated by the growth of new neurons in the hippocampus, which can help to improve mood and reduce symptoms of depression.

**Correct Answer:** C.