Create SECURITY.md

[0861842]

Description

Please include a summary of the change and which issue is fixed or implemented. Please also include relevant motivation and context (e.g. links, docs, tickets etc.).

List any dependencies that are required for this change.

Type of change

Please delete options that are not relevant.

• [x] Bug fix (non-breaking change which fixes an issue)
• [x] New feature (non-breaking change which adds functionality)
• [x] This change requires a documentation update

How has this change been tested, please provide a testcase or example of how you tested the change?

YOUR_ANSWER

Any specific deployment considerations

For example, documentation changes, usability, usage/costs, secrets, etc.

Docs

• [x] Docs updated? What were the changes:

[CLAassistant]

Thank you for your submission! We really appreciate it. Like many open source projects, we ask that you sign our Contributor License Agreement before we can accept your contribution.
_{You have signed the CLA already but the status is still pending? Let us recheck it.}

[LinasKo]

No, we do not need to add more process around this. If there's a security issue, contributors are free to open a PR.