There is no BGP TCP AO as an option
Router(config-router)#nei 1.1.1.1 a?
activate advertise-map advertisement-interval allowas-in
Router(config-router)#do sh ver | s IOS
Cisco IOS Software, 2801 Software (C2801-IPBASEK9-M), Version 15.1(4)M12a, RELEASE SOFTWARE (fc1)
You can use the password option:
https://www.cisco.com/c/en/us/support/docs/ip/border-gateway-protocol-bgp/112188-configure-md5-bgp-00.html
Or make a tunnel with encryption between the peers.