You are right about number (3). Number (1) is correct and number (2) is grammatically incorrect.
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Second sentence is utterly incorrect as 'had' never comes after 'would'. First and last sentences are correct but both sentences differ in meaning.
First sentence implies that If I had been in this situation (I wasn't but if i were) , I would have been very scared to do it.It's in the past.
Third sentence is not in the future.It's more likely to be taken as a present sentence.It im