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This article provides a modal logic framework for reasoning about multi-agent belief and its fusion. We propose logics for reasoning about cautiously merged agent beliefs that have different degrees of reliability. These logics are obtained by combining the multi-agent epistemic logic and multi-source reasoning systems. The fusion is cautious in the sense that if an agent's belief is in conflict with those of higher priorities, then his belief is completely discarded from the merged result. We consider two strategies for the cautious merging of beliefs. In the first, called level cutting fusion, if inconsistency occurs at some level, then all beliefs at the lower levels are discarded simultaneously. In the second, called level skipping fusion, only the level at which the inconsistency occurs is skipped. We present the formal semantics and axiomatic systems for these two strategies and discuss some applications of the proposed logical systems. We also develop a tableau proof system for the logics and prove the complexity result for the satisfiability and validity problems of these logics.