I know how to hedge in part C it in parts A and B I am super confused on. How do I define the payoff function path?

(30 points) Consider a three-period financial market with t=0,1,2,3 and a down-and-out call barrier option with barrier H=90 and strike K=110. (a) Draw a binomial tree for the possible values of (St)t=0,1,2,3 and the state the payoff as a function of the path. (b) Price the barrier option by finding t(C) for each t=0,1,2,3. (c) Hedge the barrier option by finding the hedging strategy t=(t(0),t(1)) for t=1,2,3. Draw the final diagram showing prices and hedging strategies at each node