A capable athlete should be brave.

Literal

Capable-[attributive-な] sportsman [topic-は] brave be-[should-べきだ].

べきだ ('should, ought to') is the moral-obligation form, used for prescriptions about how things should be. Attaches to plain verb forms and, via である, to na-adjectives. 勇敢 ('brave, courageous') is formal vocabulary. A classic 'X should be Y' moral statement.