Correction, Exercise 1b from October 9th and its solution

The solutions of exercise 1b from October 9th is finding the hedging strategy of a digital option that pays 1 if the stock goes twice up (and zero otherwise). In the exercise itself you were asked to consider a digital that pays 1 if the stock goes twice down (and zero  otherwise).  I ask you to consider both cases of a digital, and calculate the hedging strategies (one case has a solution, then, and one does not have a solution available).