Participants will be women who are nearing menopause based on age (42-52 y) but have normal menstrual cycles. Participants will be randomized to receive monthly injections of placebo or a study drug that reduces sex hormones (GnRH agonist) for 24 weeks. Women who receive GnRH agonist will be further randomized to no exercise or a supervised exercise program. Thus, the 3 treatment groups are: placebo, GnRH agonist, GnRH agonist+exercise. The investigators will measure changes in calories burned during physical activity, sleep, rest, and after a meal after 3 and 6 months of hormone suppression using doubly-labeled water and room calorimetry. Other measures include food intake estimated from food records; body composition measured by dual-energy x-ray absorptiometry (DXA); glucose and insulin responses to an oral glucose tolerance test; and markers of inflammation in the blood.