The answer, as usual, is "dependent on."
It depends on how your exception handler is implemented by your compiler.
If you use MSVC and target 32-bit Windows, it uses a stack-based mechanism that requires a specific installation code each time you enter a try block, so yes, that means you are fined anytime you enter such a block, even if no exception is thrown.
Almost every other platform (other compilers, as well as MSVC targeting for 64-bit Windows) uses a tabular approach, in which static tables are generated during compilation, and when an exception is thrown, a simple table lookup and no try code are needed in the try block.
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