Cash Flow Matching Strategy for Pension Fund Liabilities

John is a fixed income portfolio manager responsible for a liability-driven investment strategy for a pension fund. The fund expects to pay pensions out in a series of cash flows starting in three years. John aims to implement a cash flow matching strategy to ensure that all liabilities can be fulfilled as they come due. He currently has three bond options to consider:

1. A zero-coupon bond maturing in three years with a face value of $1,000.
2. A 10-year coupon bond with a 6% annual coupon and a face value of $1,000, with cash flows paid annually.
3. A 5-year bond with a 5% annual coupon and a face value of $1,000, with cash flows paid annually.

Given these options, which bond combination should John select to effectively cash flow match his liabilities?