Outlook 2011 for Macintosh does not have a selectable option to leave a copy of reply in the sending folder. However, you can manipulate a rule to perform this action.

(Note: This has not been tested) You can construct the rule to match the following:

"When a new message arrives" / "If all conditions are met"
"Reply To / Contains/ (Your sending email address, example; email1@yahoo.com)"
Do the following
"Copy Message" / "( Select the correct folder)"
(Click the plus key to add an additional steps) "Move Message" / "( Select the correct folder)"

This should work as a sufficient work around when sending from a specific folder.

Hope this helps.