C++ lambda capturing issue (VS 2013)

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C++

VS2013

Hello, I have an issue with returning a reference of captured object.
To capture shared pointer I use capturing by value.
All works fine if I return a pointer.
Once function must return a reference, it does not work.
In following example first lambda works, second does not.

Is it a bug?
Am I doing wrong something in second case?

#include <functional>
#include <memory>

int _tmain(int argc, _TCHAR* argv[])
{	
	// Compiles without warnings and works
	std::function<std::string*(void)> fnc1;
	{
		std::shared_ptr<std::string> str(new std::string("abcd"));
		fnc1 = [str]()
		{
			return str.get();
		};
	}

	std::string & str1 = *(fnc1()); // OK



	// Compiles with warning C4172: 
	//     returning address of local variable or temporary
	// Does NOT work
	std::function<std::string&(void)> fnc2;
	{
		std::shared_ptr<std::string> str(new std::string("abcd"));
		fnc2 = [str]()
		{
			return *str;
		};
	}

	std::string & str2 = fnc2(); // Wrong result

	return 0;
}