It's not only supported. I have seen customers try to do it and have problems. Consider it this way, I will try and make this as unbiased as possible.
But if you were Microsoft and you make tons of money off selling your operating system to other people. Would you work hard to try and make your virtual server work with free/open-source software. PGP Universal Server is based off of CentOS linux. It's redhat basically. Microsoft doesn't put a lot of time and effort into making Linux boxes run on HyperV. I know that they claim compatability, but if you have ever tried to convert a Vmware image over to Hyperv that is Linux. or actually run your Linux servers on HyperV. You are bound to have problems.
I did find this however:
http://www.infoworld.com/d/virtualization/microsoft-hyper-v-now-supports-linux-based-centos-250
So maybe we will be supporting it in the future.