You could conduct a Confirmatory Factor Analysis for three correlated indicators. If that is more complex than you want at this point, then create the three scales and examine their correlations. If they are quite strongly correlated (above .7?), you may need to think of the 3 dimensions as indicators of a single, higher-order factor.
Convergent Validity can be confirmed by examining Average Variance Extracted (AVE) values of the research dimensions separately. As recommended by Hair et al. (2009), the acceptable threshold of AVE is 0.5.