Removing story in sprint

We have a sprint workload just enough to complete within the sprint. Now the customer wishes to remove a story, which will result in too less work for the sprint.
The length of the sprint is 2 weeks of which 2 days have gone by so far.
Normally another story on the product backlog could be the replacement. However the product backlog is empty so there is nothing to fill it up with.
So options:
Continue as is and building the story which then needs to be removed afterwards.
Removing the story ending up with idle time.
Removing and shortening the sprint time.

We want to agile, so definitely the first 2 options are a no go. On the other hand we don’t want to cheat on the process….