A company is configuring three Amazon EC2 instances with each instance in a separate Availability Zone. The EC2 instances will be used as transparent proxies fo...

A company is configuring three Amazon EC2 instances with each instance in a separate Availability Zone. The EC2 instances will be used as transparent proxies for outbound internet traffic for ports 80 and 443 so the proxies can block traffic to certain internet destinations as required by the company's security policies. ASecurity Engineer completed the following:
Set up the proxy software on the EC2 instances.
- Modified the route tables on the private subnets to use the proxy EC2 instances as the default route.
- Created a security group rule opening inbound port 80 and 443 TCP protocols on the proxy EC2 instance security group.
However, the proxy EC2 instances are not successfully forwarding traffic to the internet.
What should the Security Engineer do to make the proxy EC2 instances route traffic to the internet?