The sisters in question in Leanda de Lisle's entertaining and sympathetic biography are the Greys: Jane, Katherine and Mary.
Jane Grey is currently on display at the National Gallery, depicted in full romantic guise as a tragic heroine, being led to the block aged 17 for her part in the attempt to establish her as queen over Henry VIII's eldest daughter, Mary, upon the death of Henry's son, Edward VI. De Lisle does a good job of demolishing that portrayal, showing a much more determined young woman who took to the job of queen, if only for a matter of weeks, with relish and authority. And, as Protestant reformers and the legitimate great-granddaughters of Henry VII, the Grey sisters were, as a group, much more of a threat to Elizabeth I than to Mary.
Katherine and Mary survived Jane's coup, but Katherine spent most of her life in prison or under house arrest after she married without asking Elizabeth's permission – as Mary subsequently did, too. It was an era when birthright alone could bring great riches and comfort, as well as great danger, and de Lisle does an excellent job of showing the difficulty of straddling those two extremes.