Can ubuntu be of any help with Windows' viruses?

[kalpana]

I use Ubuntu 18 and Windows 10 in dual boot. I mostly use Ubuntu, I use Windows rarely and only for some software. Sometimes I must analyze some .zip and .rar archives with .exe files and it happens that these archives contains other archives within them.
That said I wonder if it cold be better to install an antivirus on ubuntu and use it to scan these potentially dangerous archives rather than scanning them with windows system antivirus.
Imho the drawback of this solution is to keep on an antivirus running live in ubuntu and I don't want it.
What do you think and can you suggest me?