According to Correctional Service Canada National List of Personal Property for Men and Women Inmates can have 1 - Walkman type radio/cassette player (non-recording)

Portable CD Player

Portable CD player and radio. Requires 2 AA batteries (not included) 60 second anti-skip protection for CDs - not intended for consistent running or jogging Analog volume control. Programmable tracks Note: Refer user manual for troubleshooting steps. For CD use, select CD source on device and be sure that CDs are music CDs from an original source (computer CDs and data CDs not compatible)

(or similar model)