I recommend that you take a laid back approach to this. Focus on completing the event, not competing in it. How much you are able to exercise is going to be hard to predict. I couldn't run past the first trimester and I nearly passed out in the shower several times after swimming during the second trimester. I settled on walking and light strength training. It is possible to complete a triathlon, just be careful and keep the important thing in the forefront. Best of luck to you.