Tab key cannot be used to select an alternative in radio button group

Steps to reproduce:
Compile and run the attached RadioButtonTest.java.

Expected behavior:
When the app starts the first radio button is selected and has focus.
Pressing Tab key moves focus to the second radio button.
Pressing Tab key once again moves focus to the third radio button.
Pressing Space selects the third radio button.

Actual:
Pressing Tab key has no effect.
Pressing Down or Right arrow key moves focus and selects the second radio button.
Pressing Down or Right key once again moves focus and selects the third radio button.