At this point in Creed, Rocky had not yet decided to train Adonis. In fact, they had only just met and Rocky was surprised that Adonis even knew of the 3rd, secret fight between him and Apollo Creed. Yet he answered the question when asked. Why? Did he answer honestly?
Rocky has always been a grounded character. Honest, straight-forward, he shows fear and passion and love. There's no reason to believe Rocky would lie to Adonis, and there's no reason to believe Rocky wouldn't answer that question. It would be out-of-character for him to be dishonest or deceitful.