RD 20 YIeld curve- Eoc # 23

The third statement -“Inter- market carry trades break even when both the yield curves move to the forward curves.”
In Sonia Alexa example BB- page 144 it says that “all tenors on NZD curve will break even if the curve moves to reflect the forward rates.”

I find these statements contradictory- anyone else is confused about this?
Also, why the trade breaks even when curve moves to implied forward rates?
Could anyone enlighten me here please?

Back at Level II you should have learned that if the yield curve evolves according to the implied forward rates, then the holding period return for all bonds will be the same, and that return will be the 1-period spot rate from the original curve.

So . . . if you gain 5.5% on one bond and lose 5.5% on another with the same par value, where to you end up?