Quiz error?

The correct answer is Vous avez froid. Your using the irregular verb avoir.

J'ai

Tu as

Il/Elle a 

Nous avons

Vous avez

Ils/ Elles not

Avoir chaud / froid = To be hot / cold

Here is a link https://french.kwiziq.com/revision/grammar/conjugate-avoir-jai-tu-as-vous-avez-in-le-present-present-tense

Also see this link as well.

https://www.lawlessfrench.com/grammar/avoir-lesson/

I would add that it is indeed the case in french that one "has" cold, or heat, or thirst, etc... I don't purport to be an expert, but I think to say in french that, quite literally, one _is_ cold would be to say that one is literally _the cold_ and not that they are afflicted with coldness.