There is a two month call option on company X with strike price of 155.00 trading at 10.65; a two month put option with strike price of 155.00 is trading at 8.00. Suppose the risk-free interest rate is 2% at all maturities (annualized, continuously compounded). Form a synthetic long forward contract with a delivery price of 155.00 using the two options. How much does this synthetic long forward contract with delivery price of $155.00 cost you today?