Hey short answer is no, by the way which exchange asked you this information?. I would recommend you electrum wallet, and not to make a wallet on exchange. If you see exchanges history there're lots of hacking issues, plus you're not in control of your keys and they can shut you out. If you're planning to buy a huge quantity then use a trezor wallet, if you're planning to buy today and forget it for many years then even paper wallet works fine, however my top recommendations is Electrum wallet only.

If you get wis to go for a exchange then opt for coin base had positive experiences with them, but now I don't use them.