I have to agree here. None of the answers match what I would expect, which would be 'This is an exception' in the message pane, followed by the contents of the temp table: 1, 2, 4, 5.
However, when I ran this to try it out, I got an error:
(1 row(s) affected)
(1 row(s) affected)
this is an exception
Msg 208, Level 16, State 0, Line 10
Invalid object name '#temp'.
Which indicates that despite the try-catch block, the error caused the temp table to be dropped mid-execution.