Suppose there are 3 vertices in a graph. They are connected as a to b, b to a, b to c and a to c.
Then, we can draw just a line without arrows between a and b as it has arrows in both directions and keep the other edges with arrows?
Can we have a graph with directed edges and undirected edges like that?
In most cases, we do not mix the two types of edges.
When describing some kind of relationship, we usually pick an undirected graph as a model when the relationship is inherently symmetric: for example, if you wanted to look at the Facebook friendships between a group of people. If the relationship is not inherently symmetric - if there's the possibility that it could be asymmetric - then we look at a directed graph as a model. For example, if you wanted to look at Twitter follows between the same group of people, you would use a directed graph.
We would keep that separation if, miraculously, this group of people happened to only follow each other on Twitter mutually - if the relationship happened to be symmetric. This would be represented by a directed graph where every pair of adjacent vertices had edges both ways. All the more so, if some Twitter follows were mutual, we would still represent them by a pair of directed edges in both directions.
Mixed graphs do exist, but they exist for other purposes.
We use mixed graphs in situations where an undirected edge represents a symmetric relationship beyond what a pair of directed edges in both directions could express. Take a look at the two applications given in Wikipedia's article on mixed graphs:
Undirected edges in this application are not the same as a pair of directed edges. If you have directed edges $x \to y$ and $y \to x$, that would represent two tasks where $x$ has to be done before $y$, but $y$ has to be done before $x$. Outside of dystopian bureaucracy, that should not happen in job scheduling problems. An undirected edge $xy$ represents the weaker constraint that $x$ and $y$ should not in progress at the same time.
Here, once again, the undirected edges mean something qualitatively different from a pair of directed edges. From the beginning, in fact, a chain graph is required to have no cycles made up of directed edges: this means, in particular, that we cannot have a pair of directed edges going both ways between the same two vertices.