Tax-adjusted returns for Roy's and Sharpe

I just did the first Schweser practice exam, and was stumped by the first question of the morning session. In the calculations to back out the volatility of the portfolio from the Sharpe ratio, they seem to be assuming that the T-Bill rate is an after-tax value and that the ratio was calculated on after-tax figures. Then they go on to use after-tax returns to calculate Roy’s SF ratios. Under what circumstances is this correct?