First, for each of the 3 currencies taken separately, find out the leverage lambda_i (i=1,2,3) that would be required to produce an annual standard deviation of 12%. [In my experience the std dev of currencies is about 8 or 10%, so the three lambdas will be small, like 1.25 or 1.2].
Then find out what is the volatility that results when the three 12% vol currency positions are combined equally into a portfolio. Because of diversification it will not be quite 12%, so adjust the three lambdas proportionately to bring it to the desired 12%.
I visualize this as a spreadsheet with separate columns for the historical returns of the different currencies, plus another column for the portfolio; but then I am an Exhell addict ;)