There is none. The question, often posed as a riddle, is a hoax that purportedly originated on the Bob Grant radio show. It seems to have a longer life than the bunny in the battery commercials. Those who are duped by this insidious riddle frequently come up with obscure, archaic words or with variant spellings of existing words – augry for augury, begry for beggary, and bewgry for buggery, for example – but there is no third word. Don't waste your time looking for it.  Readers should be satisfied by this answer, but, if they wish to explore the matter further, the following sites are instructive.

http://pw1.netcom.com/~rlederer/gry.htm
http://www.quinion.com/words/articles/gry.htm
http://www.geocities.com/loisnotlane/gry.html
http://www.ipl.org/div/farq/gryFARQ.html