Anonymous Role does not exist, how can I create it?

I am trying to bypass Pentaho standard security and allow anonymous access. In PUC, there exists an "Anonymous" role in the "System Roles" section but there is no "Anonymous" Role in the "Manage Roles" tab. I just have "Power User", "Administrator", "Business Analyst", and "Report Author".

I have tried to use the "+" symbol to add the anonymous role to the "Manage Roles" tab, but it does not work.

Is there some other way I can create the Anonymous role?

Pentaho 5.2