I enabled clr integration (i.e. SQLCLR) by running:
EXEC sp_configure 'clr enabled', 1;
RECONFIGURE;
Now when I try:
EXEC sp_configure 'clr strict security', 0;
RECONFIGURE;
I get an error saying the setting does not exist:
Msg 15123, Level 16, State 1, Procedure sp_configure, Line 62
The configuration option 'clr strict security' does not exist, or it may be an advanced option.
I know the proper solution to my problem is signing the assembly containing the stored procedures to allow it running with strict security but for now I need the quick and dirty fix.
Enabling advanced options resolved my problem:
EXEC sp_configure 'show advanced options', 1;
RECONFIGURE;
EXEC sp_configure 'clr strict security', 0;
RECONFIGURE;
Now I can create assemblies.