Normally I'd say I like all 3 but Rosie is my favourite but honestly I don't think it's a great choice with your surname.
I like both the others though, with a slight leaving to Alice. Depending if it bothers you - I know a couple of young (<5) Alice's but no baby Anna's.
I agree with a previous poster too - Hannah is lovely and a little softer than Anna. Hannah would have been on my shortlist but DH wasn't keen.