We consider the unusual evolutionary state of the secondary star in Cygnus X-2. Spectroscopic data give a low mass (M_2~=0.5-0.7M_solar) and yet a large radius (R_2~=7R_solar) and high luminosity (L_2~=150L_solar). We show that this star closely resembles a remnant of early massive Case B evolution, during which the neutron star ejected most of the ~3M_solar transferred from the donor (initial mass M_2i~3.6M_solar) on its thermal time-scale ~10^6yr. As the system is far too wide to result from common-envelope evolution, this strongly supports the idea that a neutron star efficiently ejects the excess inflow during super-Eddington mass transfer. Cygnus X-2 is unusual in having had an initial mass ratio q_iM_2iM_1 in a narrow critical range near q_i~=2.6. Smaller q_i lead to long-period systems with the former donor near the Hayashi line, and larger q_i to pulsar binaries with shorter periods and relatively massive white dwarf companions. The latter naturally explain the surprisingly large companion masses in several millisecond pulsar binaries. Systems like Cygnus X-2 may thus be an important channel for forming pulsar binaries.
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