Computer Science typically has one of the highest attrition rates in tertiary level education. Many reasons have been put forward as to the cause, including, for example, no prior formal experience of programming, high workloads and poor mental health of students. Recent advancements in wearable technology have made it possible to accurately and easily measure aspects of physiological response associated with emotional arousal which can be indicative of stress, such as heart rate variability and skin conductance. A novel opportunity now exists to monitor learners in real-time and gain an insight on their physiological responses during a learning task. Such information, perhaps coupled with known factors that influence learning success, could provide new insight to allow educators to better tailor module design, delivery, and assessment. This paper builds on a study which concluded that there was no correlation between self-reported anxiety and Heart Rate and Electrodermal Activity. The goal of this paper is to investigate the relationship between measures such as self-reported anxiety, programming self-efficacy, confidence in responses and physiological responses during a controlled exam-like setting. An out-of-the-box psychological test was used to measure self-reported anxiety, a well-established questionnaire was used to measure self-efficacy and wearable sensors were used to measure physiological arousal, before and during the exam. Study design and methodology are described in detail in this paper. While no significant results were found, perhaps the most interesting finding is that students confidence in their answers weakly correlates with their physiological response when completing multiple choice programming questions. While the findings presented may not be major, they are novel and will provide direction for future research in the area.