I've been searching this topic for the last couple of days and I can't find an answer yet.
Do I need .Net Framework 1.0 or 2.0 to install 2.0 SP2?
The .NET Framework 2.0 SP2 download on MS site includes .NET Framework 2.0, so to answer your question you don't need either 1.0 or 2.0 to install this.