Exclusions set at the Ad group level are only applicable to specific Ad groups that you select. It doesn’t affect other Ad groups inside that campaign. However, if you set exclusions at the campaign level and different exclusions at the Ad group level then the Ad group level exclusions will override the Campaign level exclusions.
This question is a part of the Microsoft Advertising Certified Professional exam. You can find all the answers with detailed explanation for this exam in the Microsoft Advertising Certified Professional exam page.