With Windows as your host OS though you are only as secure as Windows...
https://www.cvedetails.com/product/32238/Microsoft-Windows-1...
https://www.cvedetails.com/product/20550/Canonical-Ubuntu-Li...
Windows Server, each version, has its own product for CVEs, as does Internet Explorer.
No matter how much you lock down the guest VM, the host OS is still a weak point.