No! Spam often has a fake "Return address" to try and fool you into thinking it came from Yahoo, Hotmail, or even Merrill Lynch. There rarely is a real Return-Address.

Most spam is sent from mail systems in the Far-East and South America; some is sent from mail servers and personal computers in the US/Canada that have been compromised (hacked) by spammers.

Since most spam wants you to click on a link or call a phone number, there is no need for a real email "Return" or "From:" addresses.

Some spam is even sent with the same "To:" and "From:" addresses. If you set up a simple spam filter which sends the email back to the sender, you end up sending the spam to yourself, which is the spammer's intention.