Bidirectional sharing between the MacBook Pro and Debian 8 not working

The bi-directional sharing between the MacBook Pro and Debian 8 in the VirtualBox not working. I set in the,

Settings -> General -> Advanced -> Shared Clipboard & Drag & Drop -> Bi-directional 

However, at the time I right click on the Debian machine, I see the paste option is inactive. What else I need to check?