To elaborate on the above, Authentication Part 1 (from page 6 the DCP white paper above) is where the AVR and Display agree on the new encryption key used in the stream between the AVR and Display.

Authentication Part 2 - which is what you are referring to - is where the AVR sends the Display's key back to the Source so the Source may verify that the Display is authentic. However, this verification has nothing to do with the encryption key used between the AVR and Display. The key used for encryption between the AVR and Display is determined in Authentication Part 1 between the AVR and Display, which has nothing to do with the Source.