Many Sql scripts to execute

public class ScriptExecutor
{
    public static void ExecuteScript(string connectionString, string directory)
    {
        string[] files = Directory.GetFiles(directory, "*.sql", SearchOption.AllDirectories);
        try
        {
            var to = new TransactionOptions() { IsolationLevel = IsolationLevel.ReadUncommitted };
            using (var scope = new TransactionScope(TransactionScopeOption.Required, to))
            {
                using (var conn = new SqlConnection(connectionString))
                {
                    using (SqlCommand cmd = conn.CreateCommand())
                    {
                        cmd.CommandType = System.Data.CommandType.Text;
                        cmd.CommandTimeout = 0;//unlimited
                        foreach (string fileFullName in files)
                        {
                            string content = File.ReadAllText(fileFullName);
                            //remove go statement from script because it is not tsql statement.
                            content = content.ToLower().Replace("\r\ngo", "\r\n");
                            cmd.CommandText = content;

                            if (conn.State == System.Data.ConnectionState.Closed)
                                conn.Open();

                            cmd.ExecuteNonQuery();

                            //throw new ApplicationException("Exception!!!");
                        }
                    }
                }
                scope.Complete();
            }
        }
        catch (Exception ex)
        {
            throw ex;
        }
    }
}

string scriptDirectory = @"D:\ScriptDir";
string connString = "Data Source=HABIB-PC; Initial Catalog=**; user Id=**; Password=***;";
ScriptExecutor.ExecuteScript(connString, scriptDirectory);