While studying universal constructions on principal bundles, I've stuck on a quite a basic question, namely:
For anyGiven a Lie group $G$, aredoes there exist a principal $G$-bundlesbundle $\pi \colon P \to B$, for some base $B$, that admits a connection $\theta$ whose holonomy group is the full group $G$?
I suppose the answer is yes, but I have no idea of how to prove it.