Which fruit is a cross between the tangerine, the grapefruit and the orange?

It's the TANGELO, or UGLI fruit.

http://www.ugli.com/about_us.html

UGLI (R) is the registered trade mark under which Cabel Hall Citrus Ltd. markets its brand of tangelos grown in Jamaica. This tangelo is a variety of citrus fruit grown exclusively in Jamaica and exported by Trout Hall Ltd. to markets all over the world. It was discovered growing wild in Jamaica over 70 years ago and has been developed by the family of the owners of Trout Hall Ltd. into the commercial variety now in production in Jamaica. Its parentage combines the best characteristics of the tangerine, grapefruit and seville orange.
When buying the UGLI (R) brand of tangelos do not be misled by their appearance, you will love their sweet tangy flavour.