HM-11 Bluetooth module: How to change the baud rate Answered

I'm writing some code to use an HM-11 Bluetooth module

After switching on it responds to AT, AT+BAUD? etc. commands - the default baud rate is 9600, 8N1

I now want to change the baud rate to 38400. The procedure is:

1. Send command "AT+BAUD2" at 9600 baud

2. After the last command character has been sent change the baud rate of the receiver (SAMD21J) to 38400

3. Wait for the response, which should be "OK+Set:2"

The response never comes

What am I doung wrong?

Thanks for any hints,

Jerry