Create Security Policy (#3152)

SECURITY.md

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+# Security Policy
+
+## Supported Versions
+
+Security updates are applied only to the latest release.
+
+## Reporting a Vulnerability
+
+If you have discovered a security vulnerability in this project, please report it privately. **Do not disclose it as a public issue.** This gives us time to work with you to fix the issue before public exposure, reducing the chance that the exploit will be used before a patch is released.
+
+Please disclose it at [security advisory](https://github.com/HDFGroup/hdf5/security/advisories/new).
+
+This project is maintained by a team of volunteers on a reasonable-effort basis. As such, vulnerabilities will be disclosed in a best effort base.