In the above question, what would we do to the model to make it default to a vanilla call option? Would the vanilla call be worth more or less than the barrier option?

Data in above question,

Using a three-period binomial tree, value a down-and-out call option. The parameters you are given are the following: the initial stock price is $100, the strike price is $105, the barrier is $90, the risk-free rate per-period is 5%, the option maturity is three years, and the volatility of the stock is 40%. Use the CRR method to construct the binomial tree.