How to Replace Elements of a Numpy Array with an Array

I can't think of a way to replace the np.array element with np.array.
For example:

Before Run

img=np.array([
  [0, 1, 2], 
  [2, 1, 1],
])

For example, the value of img[h,w] is

img[h,w]==0 np.array([255,0,0])  
np.array ([125,125,0]) when img[h,w] == 1
np.array ([0,125,125]) when img[h,w] == 2

I would like to replace it with .In other words, for img above,

Post Run

img=np.array([ 
  [[255, 0, 0], [125, 125, 0], [0, 125, 125]],
  [[0, 125, 125], [125, 125, 0], [125, 125, 0]],
])

I'd like to replace it with .
At first, I wondered if I could use np.where, but x,y in np.where(conditions,x,y) has to be a number, and the array seems to be NG.
I look forward to working with you in an efficient way.