不会抛异常的异常

MSDN 和Object Browser 都告诉我System.Data.OleDbConnection的::OleDbConnection(string)不会抛Exception.

但我真切的在new 的时候得到了一个异常。 这是怎么来的?

Public Class Program
    Shared Sub Main()
        Dim ole As System.Data.OleDb.OleDbConnection
        Try
            ole = New System.Data.OleDb.OleDbConnection("bla...bla")
        Catch ex As Exception
            System.Console.WriteLine(ex.Message)
            System.Console.WriteLine(ex.Source)
            System.Console.WriteLine(ex.StackTrace) 

        End Try
    End Sub
End Class