What I understand, you can put the return statement anywhere in the try or the catch block, but if there is a "Finally" block, it will be executed, no matter what. Hope this answers the query.
just want to add one thing. when control goes to return part of catch, it wl go to finally. If there is return in both catch and finally, it wl take the value returned through finally. or else it will take the value returned through catch..