Bro, bio, boo.
asp
dew
found 3 in a scrabble tool:desexdetoxdewax
pick and choose
On the mark.
Dud
How can the word be 3 letters long if "sand" alone is 4? .
emu eau ecu
To my mind right now, there is no word of your request.
One example of a three-letter word that starts with "a" and ends with "o" is "ago."
Dun. Something of an archaic term, thesedays.
The only English words that fit those requirements are tee, the, tie and toe.