I haven't found any standard reports within JDE that show what you are looking for. If you just need to 'view' what tasks a particular role has been given, you can always assign yourself that role, apply that role and then see what is available.
Keep in mind that if you are using exclusive security, i.e. taken away everything and adding back only what is necessary, a role may have been assigned a particular task, however if the user or group hasn't been given access in Security Workbench to application or report, then their role will not be able to see the task.