In Theory, every file you execute on your computer can cause harm, and can hold a key-logger.
This article reflection on trusting trust by Ken Thompson Actually says that you can't trust any software.
To what extent should one trust a statement that a program is free of Trojan horses? Perhaps it is more important to trust the people who wrote the software.
Kenneth Lane "Ken" Thompson (born February 4, 1943), commonly referred
to as ken in hacker circles, is an American pioneer of computer
science. Having worked at Bell Labs for most of his career, Thompson
designed and implemented the original Unix operating system. He also
invented the B programming language, the direct predecessor to the C
programming language, and was one of the creators and early developers
of the Plan 9 operating systems. Since 2006, Thompson has worked at
Google, where he co-invented the Go programming language.