Audio not working on Mac OSX Catalina

[thurston_moore]

I am running VirtualBox on a MacBook Pro with Ubuntu as the host OS and Mac OSX Catalina as the guest OS.

However even though I already have Mac hardware it is not picking up an Audio output device as shown in the attached screen shot.

I have tried all of the different Audio options in Settings when configuring the VM and no luck.

I have also tries Mac OS X High Sierra and there is no Audio on this OS either.

Does anyone have any ideas?