Метод setSpeed должен корректно устанавливать значение поля speed.

public class Horse {

    String name;
    double distance;
    double speed;



    public Horse(String name, double speed, double distance) {
        this.name = name;
        this.speed = speed;
        this.distance = distance;
    }

    public String getName() {
        return name;
    }

    public Horse setName(String name) {
        this.name = name;
        return this;
    }

    public double getDistance() {
        return distance;
    }

    public Horse setDistance(double distance) {
        this.distance = distance;
        return this;
    }

    public double getSpeed() {
        return speed;
    }

    public Horse setSpeed(double speed) {
        this.speed = speed;
        return this;
    }
}