There are several sites regarding this issue, most of them tell you to set a group policy setting to enable the download from Windows Update if you are using a local WSUS server. But I also got an error 0x800f0906 when I set this.
The only solution which has worked yet was to install .Net 3.5 from DVD.
You can do this with the following command (run „cmd“ with admin privileges):
DISM /Online /Enable-Feature /FeatureName:NetFx3 /All /LimitAccess /Source:d:sourcessxs