Add SECURITY.md (#4712)

Co-authored-by: Andrew Myers <[email protected]>

Author: WeiqunZhang

SECURITY.md

@@ -0,0 +1,5 @@
+# Reporting Security Issues
+
+To report a security issue, please follow the GitHub instructions on
+privately reporting a security vulnerability
+(https://docs.github.com/en/code-security/security-advisories/guidance-on-reporting-and-writing-information-about-vulnerabilities/privately-reporting-a-security-vulnerability#privately-reporting-a-security-vulnerability).