I must be missing something. There is no Opera browser for WP7. Opera only provides a version for the old Windows Mobile, which is completely different from Windows Phone. And there are no Anti-virus software for WP7, (AVG is just some Safe browsing list like the one built into Firefox, course its not even available now anyways.) Even if there were malware, applications are in a sandbox on the phone, they cannot get root access, unlike on Android.
It is actually funny. Android is currently the only smartphone (that has any major market share) that has a REAL malware issue. And Android is Linux. Go figure. But that is the trade off with an unlocked OS. Anything can be done to it. Versus closed systems like the iPhone and Windows Phone.
And yes. I do own a Windows Phone.