Skype update error when running apt update

When I run sudo apt-get update to update the system I get this error on the bottom of the console:

W: GPG error: https://repo.skype.com/deb stable InRelease: The following signatures couldn't be verified because the public key is not available: NO_PUBKEY 1F3045A5DF7587C3
W: The repository 'https://repo.skype.com/deb stable InRelease' is not signed.
N: Data from such a repository can't be authenticated and is therefore potentially dangerous to use.
N: See apt-secure(8) manpage for repository creation and user configuration details.

What's going wrong with Skype? Is there any risk since the error says that the Skype repo is dangerous to use?

I use Ubuntu 16.04.

According to https://repo.skype.com/, run:

curl https://repo.skype.com/data/SKYPE-GPG-KEY | sudo apt-key add -

in a terminal.