How secure is a cable modem connection ?

The config file your ISP loads into your cable modem can outright block some ports, although this is rarely used. (The normal exception being if you don't pay your bill it will general load a 'blocked' config file that blocks ALL CPE traffic).
Usually if an ISP is blocking or re-directing a certain port it happens further up once you get past the CMTS.

Also be aware that many ISP's are now providing combo units that are both a modem & a router/wireless router, and routers are a whole new can of worms.