I think I am misunderstood. I am not saying there are three pens.
"Whose pen among you three did I borrow?" Does it mean that I am talking to the pens? Yes! "You three" means "you three pens"! And you're not talking to pens, you're talking to girls.
What I actually have in my mind is: I borrowed someone's pen but I forgot who that was but I know that I borrowed from those people standing there.So, I go staight and ask them "Whose pen among you three did I borrow?" No. You go to them and say "I borrowed a pen from one of you three [girls]. Which one of you was it?" or something similar. Again, if you want to ask a direct question with no preamble, but containing the words "you three" it has to be "Which one of you three lent me a pen?" or "Which one of you three did I borrow a pen from?"
The reason for asking this question repeatedly is that I haven't understood it properly.So, forgive me if I have created any trouble madam. No problem, I am happy to keep trying to explain it. I'm sure half the problem is my failure to explain properly!