The Journal News » Gov. Andrew Cuomo this week pledged to continue pursuing a long-discussed plan to build a tunnel from Long Island to Westchester or Connecticut. But it won’t come cheap, according to a state-funded study released Friday. An 18-mile tunnel from Rye or Port Chester in Westchester to Syosset on Long Island would cost an estimated $31.5 to $55.4 billion, the study found.