It apparently does them good, not that I’m surprised. From The Mail Online, Playing classical music to your child can improve their listening skills later on in life:

Playing classical music such as Beethoven and Mozart to young children boosts their concentration and self-discipline, a new study suggests.

Youngsters also improve their general listening and social skills by being exposed to repertoires from composers including Ravel, Shostakovich and Mendelssohn.

In addition, they are likely to appreciate a wider range of music in later years, according to a study from the Institute of Education, (IoE), University of London.

And as an extra added bonus, if they are listening to classical music, they are not driving you crazy with the stuff they would listen to normally!