Will Anti-Virus for Mac also guard against threats for Windows when running Parallels on the Mac?

I run on OS 10.10.3 on my iMac and because I needed to run a MS only piece of software, I got Parallels. If I get Mac-centric anti-virus software (e.g., Kaspersky, Avast, etc.), will it also protect against threats affecting Windows/PCs? (And, if the Windows files on the Mac are affected, will the threat cause Mac apps problems, or just be confined to the Windows stuff?)

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