It's a Rhodes electric piano. He plays chordal backgrounds during the intro and guitar solo, and plinks away here and there during the chorus. It's buried in the mix though, you can hardly hear it at all during "Comfortably Numb."

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what do you teach your children about me?
what do you teach your little children about me?
pimp, thug, bling drug lord of the undergrounded kings
how can you be so sure i won't call down the rain?
what do you teach your little children about me?
you point your gun, wait, hide and run. i see it plain