Shell Programming and Scripting

I want to use an awk for the following scenario but not sure if it will work or not. I have two input file: F1 and F2

F1
02
05
08

F2
00
01
02
03
04
05
06
07
08
09
10

I need to loop through all records in F1 and search for them in F2. If all records on F1 are on F2 then we are successful and returncode = 0. If all records on F1 are not on F2, then unsuccesful and returncode = 1. I was hoping an awk could help in this instance, but not sure how to do it in regular scripting. records are not always in sorted order, so do I need to sort the records of each file first, or once can I start at the beginning of F2 for each record on F1.

Thanks.

Code:

awk '
  NR == FNR { A[$1] = 1; next }
  !A[$1] { exit 1 }
' F2 F1