How can I get my pet rat to not be so scared?

My fiance and I bought two juvenile female rats at the pet store. They were from the same cage, and their behavior was quite similar upon getting them home; quite jumpy and not wanting anything to do with being picked up or anything. Fast forward to two weeks later....One of the rats is doing very well. Seeming quite care-free and has no issues coming out of the cage to say hi. The other one is a different story. She stays huddled in the corner for the most part, moving only to eat or play with her roomate. She does seem fine when we're not around, but the minute I open that cage, she becomes petrified. I tried picking her up once and she bit me. I'm not quite sure what to do here. I'm giving her treats, speaking in a soft tone, trying not to make sudden movements, but it doesn't seem to ease her fear. On the other hand, it's only been two weeks, should I just give it more time? Any responses would be appreciated :)