Add SECURITY.md

SECURITY.md

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+# Security Policy
+
+## Supported Versions
+
+* Versions 1.x (branch Catch1.x) are no longer supported.
+* Versions 2.x (branch v2.x) are currently supported.
+* `devel` branch serves for stable-ish development and is supported,
+  but branches `devel-*` are considered short lived and are not supported separately.
+
+
+## Reporting a Vulnerability
+
+Due to its nature as a _unit_ test framework, Catch2 shouldn't interact
+with untrusted inputs and there shouldn't be many security vulnerabilities
+in it.
+
+However, if you find one you send email to martin <dot> horenovsky <at>
+gmail <dot> com. If you want to encrypt the email, my pgp key is
+`E29C 46F3 B8A7 5028 6079 3B7D ECC9 C20E 314B 2360`.