RETURN inside a transaction with TRY-CATCH block

BEGIN TRY
    SET NOCOUNT ON
    SET XACT_ABORT ON
    BEGIN TRANSACTION
        IF NOT EXISTS(SELECT 1 FROM dbo.tblProducts 
                          WHERE intProductID = @intProductID)
        BEGIN
            SELECT 'Product does not exists' AS strMessage
            Rollback TRan
            RETURN
        END

        UPDATE dbo.tblProducts SET
        curPrice = 10
        WHERE
        intProductID = @intProductID

        SELECT 'Success' AS strMessage
    COMMIT TRAN
END TRY 

BEGIN CATCH
    SELECT ERROR_MESSAGE() AS strMessage
    ROLLBACK TRANSACTION
END CATCH