Musa basjoo is very hardy but I suspect that in your area, the above-ground parts of the plant are going to freeze and die no matter what you do. BUT the plant will survive even if the stems die all the way to the ground as long as the underground parts don't freeze. If the rhizome and roots freeze, it's done for. In colder areas that means putting a VERY thick layer of mulch over the roots. I would recommend piling at least 2-3 feet of autumn leaves, pine or spruce boughs, or some other mulch (preferably something that doesn't compact too much) over the plant, to at least 2 feet out from the bases of the stems.

I had customers that tried rose cones and both of them lost their plants last year.
I'd recommend bags of leaves or a cage with straw and dry leaves in it, covered with a tarp. You want to protect at least three feet diameter around your plant.