In the first two papers of this series, we determined the position of Sgr A* on infrared images, by aligning the positions of red giant stars with positions measured at radio wavelengths for their circumstellar SiO masers. In this paper, we report detections of 5 new stellar SiO masers within 50'' (2 pc) of Sgr A* and new and/or improved positions and proper motions of 15 stellar SiO masers. The current accuracies are 1 mas in position and 0.3 mas/yr in proper motion. We find that the proper motion of the central stellar cluster with respect to Sgr A* is less than 45 km/s. One star, IRS 9, has a three-dimensional speed of 370 km/s at a projected distance of 0.33 pc from Sgr A*. If IRS 9 is bound to the inner parsec, this requires an enclosed mass that exceeds current estimates of the sum of the mass of Sgr A* and luminous stars in the stellar cusp by 0.8*106 Msun. Possible explanations include i) that IRS 9 is not bound to the central parsec and has ``fallen'' from a radius greater than 9 pc, ii) that a cluster of dark stellar remnants accounts for some of the excess mass, and/or iii) that R0 is considerably greater than 8 kpc.
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