Exercise and anemia: Is it safe?

Not that I feel like exercising that much, but thought about making myself at least walk the neighborhood. I have stopped walking because I get extremely short of breath. We have a lot of hills in the neighborhood, so it is more strenuous than a regular walk.

So if you have shortness of breath, heart palpitations, heart murmur, tiredness, numb arms and hands, all the typical anemia symptoms, should you exercise? Or is that your body's way of saying "don't do it"?