Docs: Add a security policy in SECURITY.md

This is needed so that people know how to report security issues.

Closes gh-2103

diff --git a/SECURITY.md b/SECURITY.md
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+# Security Policy
+
+## Supported Versions
+
+The [latest released version](https://github.com/jquery/jquery-ui/releases) of jQuery UI is supported.
+
+## Reporting a Vulnerability
+
+Please email security@jquery.com, and we will respond as quickly as possible.
+
+If the vulnerability is considered valid and accepted, a patch will be made for the latest jQuery UI version. If the vulnerability is deemed invalid, no further action is required.