I have a calendar on my iPhone that is setup on Exchange (for work). I would like to share this calendar with my iCloud.

Hi rsdorris,

Welcome to the Apple Support Communities!

I understand you would like your Exchange calendar to communicate with your iCloud calendar. The attached article has some great information about how Exchange behaves with iCloud.

iCloud: Microsoft Exchange behavior with iCloud

http://support.apple.com/kb/ht5058

Have a great day,

Joe