Benefits associated with physical activity include:

Engaging in physical activity is widely recognized for its numerous benefits, particularly for improving mental health. Regular exercise can lead to the release of endorphins, often referred to as "feel-good" hormones, which can help reduce symptoms of anxiety and depression. Moreover, physical activity is known to enhance mood and cognitive function, providing a sense of accomplishment and improved self-esteem.

In addition to mental health benefits, exercise also positively impacts physical health, leading to better cardiovascular health, weight management, and reduced risk of chronic diseases, but the focus of this question is specifically on mental health improvements. Therefore, the option related to improved mental health is the most accurate in illustrating one of the key benefits of physical activity.