Add SECURITY.md with threat model for PyManager.

.github/SECURITY.md

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+# Security Policy
+
+## Reporting a Vulnerability
+
+Please use [GitHub Security Advisories](https://github.com/python/pymanager/security/advisories) to report potential issues to this project.
+
+Alternatively, follow [the main security page](https://www.python.org/dev/security/) for alternate ways to report,
+bearing in mind that eventually we will create a report using GHSA if needed.
+
+## Threat Model
+
+Our threat model for the Python install manager makes the following assumptions:
+
+* users are using the default index from python.org
+* TLS/HTTPS connections are secure and are not intercepted or tampered with
+* users are using the default configured directory structure
+* users are running with a reasonable privilege level for their environment
+* all reconfigured settings are intentional, including environment variables
+* all configuration from outside of the install manager is intentional
+* our code-signing infrastructure is not compromised
+
+Any reported vulnerability that requires any of these assumptions to be broken will be closed and treated as a regular bug or a non-issue.
+
+Notably, an index is considered to include a trustworthy set of install instructions,
+and so can arbitrarily modify a user's machine by design.
+Once a user is installing from a non-default feed,
+whether through modified configuration (file or environment variable) or intercepted network traffic,
+we cannot treat issues arising from the contents of that feed as security critical.