Wikipedia gives 3.097 g/cm3 (anhydrous)
Alas, Wikipedia. If their values and ethics assessments are any indication of their thoroughness, then I have to question the rest of their work. I have found so many errors on that site that I only rarely use it. It is handy for material that is NOT subject to interpretation. However even some of their scientific articles are fraught with error.
I looked up the Product Reference Sheet from one of the major suppliers of Ferric Sulfate that I have in my library: Morton Chemicals Ltd, Nanaimo BC. Usually they deal in quantities that travel best by railcar or bulk ship. I doubt that they have changed much in their preparation methods since 1992.
It is good that you consult though. I'll give you that.
Here's a Material Safety Data Sheet which gives specific gravity 3.097
http://www.sciencelab.com/msds.php?msdsId=9924046