[danarmak]

Most naturally dangerous asteroids (near passes) are being publicly tracked, so people would notice you attaching a rocket and nudging it off course. Bringing a whole new asteroid from the belt is feasible (or will be soon), but it takes a lot of time, so you need to do it in advance. But if you put an asteroid in orbit, astronomers (at least) are going to notice and ask questions, which they wouldn't do for a satellite with a cover story.

[BurningFrog]

OK, the world will know, but if no one can stop it, that isn't worth much.

I expect an arms race in this area.

There are also plenty of rocks on the Moon, but I don't have a good feel for how practical weaponizing them would be.