As of late, the probability that I get a correct answer on a probabilty problem has been something less than 1, but I'm still gonna' give this one a try.....
The probabilty of picking the first place finisher correctly is just 1/39. And the probabilty of picking a second place finisher correctly (given that we've picked the first place finsher correctly) is just 1/38. And the probability that we pick the third place finisher correctly is just 1/37.
So .... (1/39)*(1/38)*(1/37) = 1/54834
Another way to look at this is count all the sets that are possible when we choose any 3 people from 39. But since order matters within the set, we must use a permutation. Thus, (39 P 3) = 54834. And since only one of these sets is "correct," we have 1/54834 chances of choosing this set.