A US investor is thinking of buying a 10y Canadian bond as it yields 170 bps higher than the corresponding 10y US bond. The investor has a horizon of 6 months, and the duration of the bonds is 7.8 for the Canadian bond and 7.2 for the US bond.Under what scenario (of a change in the spread between the US and Canadian bonds) would it be better for the US investor to buy the US bond instead of the Canadian bond?