According to Aristotle's Poetics, a
“Tragedy, then, is an imitation of an action that is serious, complete, and of a certain magnitude; in language embellished with each kind of artistic ornament, the several kinds being found in separate parts of the play; in the form of action, not of narrative; with incidents arousing pity and fear, wherewith to accomplish its katharsis of such emotions. . . . Every Tragedy, therefore, must have six parts, which parts determine its quality—namely, Plot, Characters, Diction, Thought, Spectacle, Melody.”
You must find language in A Farewell to Arms that would argue these points, and prove it based on how it evokes "katharsis." Some factors you may want to focus on include characters - Catherine always discusses, from the beginning, how she fears the rain; her fear foreshadows her eventual death in the rain. You could also discuss how their love is one that is out of wedlock, thus not following the societal rules especially pertaining to sex, and thus creates the spectacle that makes them lose the baby. You may focus on diction -- such as the title -- "Arms" may be viewed as Catherine's arms, and military armament, which create an ironic twist because one is so positive, but at the cost of what is negative.