Will finally work if there is a return in catch

Confusing?? Just see the code below

Public Sub MyFun()

    Try

        Dim ope = 2

        Dim a As Integer = 10 / ope

    Catch ex As Exception

        MessageBox.Show("Exception")

        Return

    Finally

        MessageBox.Show("Finally")

    End Try

End Sub

This will execute properly and the finally will work.No doubt.But what about the below code.

Public Sub MyFun()

    Try

        Dim ope = 0

        Dim a As Integer = 10 / ope

    Catch ex As Exception

        MessageBox.Show("Exception")

        Return

    Finally

        MessageBox.Show("Finally")

    End Try

End Sub

There is no question that the above code will throw an exception.Then the catch will get executed which contains a return statement.Will that return statement works properly and go back to the calling function?

The answer is NO. The finally will execute even the catch contains a return.