I'm pretty sure there will be regional variation on this, like some people say Merry (as in Christmas), Mary (the name), and marry (as in wedding) alike, and some say all three differently.
I say ferry the same as fairy, and Jerry has a tiny difference in the vowel sound. I don't think you can say anyone is "wrong" in this - the way you'd be wrong to say Sigmund Frood. It's just how you say it where you live.
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