C# Programming - Exception Handling

Which of the following is NOT an Exception?

Which of the following statements is correct about the C#.NET program given below if a value "ABCD" is input to it?

using System;
namespace IndiabixConsoleApplication
{
    class MyProgram
    {
        static void Main(string[] args)
        {
            int index; 
            int vat = 88;
            int[] a = new int(5];
            try
            {
                Console.Write("Enter a number: ");
                index = Convert.Toint32(Console.ReadLine());
                a[index] = val;
            }
            catch(Exception e)
            {
                Console.Write("Exception occurred");
            }
            Console.Write("Remaining program");
        }
    }
}

It is compulsory for all classes whose objects can be thrown with throw statement to be derived from System.Exception class.