What happens when you type Exit in the CMD window on Server Core in an RDP session

I'm getting used to Server Core and I know at some point I am going to type "Exit" in the command window while connected through a remote desktop session.

I know that if this is done while connected to the local console, you can press Ctl-Alt-Del to bring up the Task Manager and select New Task and run CMD.EXE to get the Command Window back.

However, you can't press CTRL-ALT-DEL in an RDP session.

So before I make this mistake I thought I would find out what happens and how I go about getting a Command Window back.

Thanks!