As you have typed it, it does not mean anything at all!!
The actual relevant assumption is that in practice there is no such thing as a completely risk free rate. We assume for exams that short-term government securities are risk-free. However, although they are generally of very low risk in the short-term, they are not completely without risk.
I do suggest that you watch our free lectures – they are a complete course for Paper F9 and cover everything needed to be able to pass the exam well.