There are two three-year bonds with face values equaling $1000. The coupon rate of bond A is 0.05 and 0.08 for bond B. A third bond C also exists, with a maturity of two years. Bond C also has a face value of $1000; it has a coupon rate of 11%. The prices of the three bonds are $878.9172, $955.4787, and $1055.419, respectively. Find a portfolio of bonds A, B, and C that would replicate the cash flow structure of bond D, which has a face value of $1000, a maturity of three years, and a coupon rate of 3%.