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Fuses set hardware parameters, including baud rate devisors [...]
Well, not directly. You can set fuses for different CPU clock speeds (internal clock, external clock, clock divider, etc.). It's only a side effect of that to have a different baud rate. If the CPU runs at the right clock speed, changing fuses doesn't help to adjust the baud rate; the baud rate divisor is set in the bootloader/firmware.