The new fish could have brought in a bacterial disease or like you said another attacked it, you could watch and see if it is being attacked but i would do the following:
For the finrot half litre of warm water and put in 3 teaspoons of aquarium salt and get that to dissolve.
Take the guppy in the net and just dip the whole tail in the solution for a second or three and then return to the tank. Dont put the whole fish in it or he will die, just the fin.
Do this twice a day and hopefully it will kill off the rot and help it heal.
I would hold off from adding meds just now unless you see another fish with similar problems.
The female could be being chased and is exhausted, watch her to see if shes being harrassed by the males. Its also a sign of internal worms, kidney problems or toxic water.