Ah, the age-old question. My take here is just to be honest. Naturally schools can't really find out if you're applying to other schools, but say you're only applying to them. But if they did, chances are you'll get dinged.
Schools know that you apply to multiple schools. The best thing to do is to establish strong fit with the schools to which you're applying and show them that they're a great choice for you. Besides 3 schools is a respectable number, if it were 15 then the schools might wonder.