A trader buys a European call option (price = C) and sells a European put option (price = P) simultaneously. The options have the same underlying asset, strike price (X), and maturity. (T). There is also a forward contract available on the same underlying asset, with a forward price equal to F. Assume C = P.

If there is no arbitrage compute the price of the forward contract in terms of the known quantities (C, P, X, and T)?