All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah, and that Muhammad, sallallaahu ‘alayhi wa sallam, is His Slave and Messenger.
Since this woman embraced Islam, and knew what is due on a Muslim towards the Messenger of Allaah, sallallaahu ‘alayhi wa sallam, and that all he brought is from Allaah The Almighty, and that he never speaks from [his own] inclination, but it (the Quran) is a revelation revealed, then, what she did is considered apostasy. Consequently, it is impermissible to keep her as a wife, based on the verse (which means):
It is of no avail to this woman to say that she believes in the three divine religions, because faith, as is well-known, is not only a word to be uttered, while the heart adheres to anything that contradicts it, as this implies failing to submit to and comply with the rulings of Allaah The Almighty, and belief that the Messenger of Allaah, sallallaahu ‘alayhi wa sallam, made changes, by addition or omission in Sharee‘ah of his own will : all this contradicts faith in Allaah The Almighty and His Messenger, sallallaahu ‘alayhi wa sallam. Allaah The Almighty Says (what means): {But no, by your Lord, they will not [truly] believe until they make you, [O Muhammad], judge concerning that over which they dispute among themselves and then find within themselves no discomfort from what you have judged and submit in [full, willing] submission.} [Quran 4:65]
On the other hand, belief in the three divine religions benefits a Muslim who believes that Islam abrogates them and is superior to them (i.e. Judaism and Christianity). However, to believe in them differently is of no benefit for anyone regardless of what he believes in them. Allaah The Almighty Says (what means): {And whoever desires other than Islam as religion - never will it be accepted from him, and he, in the Hereafter, will be among the losers.} [Quran 3:85]
Allaah Knows best.