Each of the following substances dissolves exothermically in water except :

The beaker turns cold when ammonium nitrate is dissolved in water because it is an endothermic process, which means it takes in heat from the environment. As a result, the process of hydrating ammonium nitrate is endothermic, which causes the beaker to become chilly.

Ammonium nitrate $\left({\mathrm{NH}}_4{\mathrm{NO}}_3\left(s\right)\right)$ dissolves exothermically in water.

Hence, option B is correct.