在非托管回调的委托中引发异常的含义

在非托管回调中使用的委托内部引发异常有什么含义或无法预期的后果?这是我的情况:

What are the implications or unperceived consequences of throwing an exception inside of a delegate that is used during an unmanaged callback? Here is my situation:

非托管C:

int return_callback_val(int (*callback)(void))
{
  return callback();
}

托管C#:

[DllImport("MyDll.dll")]
static extern int return_callback_val(IntPtr callback);

[UnmanagedFunctionPointer(CallingConvention.Cdecl)]
delegate int CallbackDelegate();

int Callback()
{
  throw new Exception();
}

void Main()
{
  CallbackDelegate delegate = new CallbackDelegate(Callback);
  IntPtr callback = Marshal.GetFunctionPointerForDelegate(delegate);
  int returnedVal = return_callback_val(callback);
}