Can anyone please confirm something about DHCP Relay?

Does the DHCP server have to be on a subnet that is attached to the
DHCP Reay?

So if I have a network like this:

Network A
O
| 192.168.0.x/24
|
|
O Router A - DHCP Relay
|
| 192.168.1.x/24
|
|
O Router B
|
|
| 192.168.2.x/24
O
Network B w/ DHCP Server

Client on Network A issues a DHCP request. Router A DHCP relay points
to the IP address of a server in network B - will this fail?

I've read a couple of articles implying it will.

Cheers,
Scott