What importance weights correct covariate shift?

Assume covariate shift: the source and target domains have different input distributions, but Pₛ(y|x)=Pₜ(y|x). Which sample weight makes source risk resemble target risk?

A

Pₜ(y|x)/Pₛ(y|x)

B

Pₛ(x)/Pₜ(x)

C

Pₜ(x)/Pₛ(x)

D

Pₜ(y)/Pₛ(y)