No - at the IL level you can't return from inside an exception-handled block. It essentially stores it in a variable and returns afterwards
i.e. similar to:
int tmp;
try {
  tmp = ...
} finally {
  ...
}
return tmp;
for example (using reflector):
static int Test() {
    try {
        return SomeNumber();
    } finally {
        Foo();
    }
}
compiles to:
.method private hidebysig static int32 Test() cil managed
{
    .maxstack 1
    .locals init (
        [0] int32 CS$1$0000)
    L_0000: call int32 Program::SomeNumber()
    L_0005: stloc.0 
    L_0006: leave.s L_000e
    L_0008: call void Program::Foo()
    L_000d: endfinally 
    L_000e: ldloc.0 
    L_000f: ret 
    .try L_0000 to L_0008 finally handler L_0008 to L_000e
}
This basically declares a local variable (CS$1$0000), places the value into the variable (inside the handled block), then after exiting the block loads the variable, then returns it. Reflector renders this as:
private static int Test()
{
    int CS$1$0000;
    try
    {
        CS$1$0000 = SomeNumber();
    }
    finally
    {
        Foo();
    }
    return CS$1$0000;
}