okay well let me explain be fore I give the answer the goal to prevent heat exhaustion is to stay as cool as you can. dark clothes attract heat causing you to be hot at any climate. covering up as much as you can will trap heat and it will just make you hotter. and wearing a scarf will be bad you need to sweat, sweat is a natural way that your body cools itself down. so the best and most logical answer is
A.)exercise either before 10 AM. or after 3 P. on hot days.
and it is a good idea to drink plenty of water to stay hydrated.