For me, the biggest part is that it's a false test.The question doesn't state whether or not there are any prior relationships between the 3 people. That's the biggest part of the problem with it.
Nobody is going to choose which one based on gender. And the conceit of the question is that saving one or the other tells something about what kind of person you are. It doesn't. Well unless, in answering the question, you really did choose based on their gender, in which case you've merely been given some with which to hang yourself.