1580s, "song for two voices, duet," via either Italian or French from Latin duo "two" (from PIE root *dwo- "two"). Meaning "two people" (especially as an entertainment team) attested by 1887.
It is the hypothetical source of/evidence for its existence is provided by: Sanskrit dvau, Avestan dva, Greek duo, Latin duo, Old Welsh dou, Lithuanian dvi, Old Church Slavonic duva, Old English twa, twegen, German zwei, Gothic twai "two;" first element in Hittite ta-ugash "two years old."
trio n.
1724, "composition for three voices," from French trio (c. 1600), from Italian trio, from tri- "three" (see three); patterned on duo. Meaning "group of three persons" is from 1789.