Microsoft has discovered a new COVID-19 themed phishing campaign using economic concerns to target businesses with the LokiBot information-stealing Trojan. Microsoft was able to detect the attack with the help of Microsoft Threat Protection’s machine learning algorithms, with all customers running Microsoft Defender being automatically protected. Microsoft Defender and Office 365 scan these files when they are attached on email, and are scanned when the file is downloaded or unzipped. Both of these emails include ARJ attachments that contain executables disguised as PDF files.
Source: https://www.bleepingcomputer.com/news/security/microsoft-warns-of-covid-19-phishing-spreading-info-stealing-malware/