reported speech

[evaa]

how would you report this sentence with the verb EXCLAME:

"What a silly thing to say!" she said.
She EXCLAIMED ... that that was a silly thing to say

BUT I WANT TO KNOW IF THERE IS ANOTHER WAY TO SAY THAT?? IS IT POSSIBLE TO SAY IT ON THIS WAY, AS THIS SENTENCE IS:
"You should take more exercise." he said.
He ADVISE me to take more exercise.

DOES EXCLAIM PUT UP WITH INFINITIVE or GERUND???

THANK YOU, Eva

[Tdol]

You could say 'she exclaimed that it was a silly thing to say', but I don't see how you could reduce it much further. the second is fine, but put the reporting verb into the past.