Add security policy (#12687)

* Add security policy

Currently is hard to find where to report security issues,
the only mention of it is in the issue template.

https://github.com/vim/vim/blob/4c0089d696b8d1d5dc40568f25ea5738fa5bbffb/.github/ISSUE_TEMPLATE/bug_report.yml?plain=1#L12-L15

Adding a SECURITY.md file will make it easier to find,
it will be displayed in https://github.com/vim/vim/security.

* Mention that reports are private
diff --git a/SECURITY.md b/SECURITY.md
new file mode 100644
index 0000000..7d9c77d
--- /dev/null
+++ b/SECURITY.md
@@ -0,0 +1,8 @@
+# Security Policy
+
+## Reporting a vulnerability
+
+If you want to report a security issue, please use [huntr.dev](https://huntr.dev/bounties/disclose?target=https%3A%2F%2Fgithub.com%2Fvim%2Fvim) to privately disclose the issue to us.
+They also have rewards in the form of money, swag and CVEs.
+
+**Please don't publicly disclose the issue until it has been addressed by us.**