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Go to Mail -> Preferences -> Viewing and un-tick "Include related messages" in the View conversations section.
Currently this isn't possible with the built-in Mail rule set in Yosemite. As mentioned by user3439894, you have to rely on a third-party utility. Here’s a screenshot from Mail Act-on site. You can build your own rule using the additional third-party rule set e.g. Add CC Recipient. So people we see that you have added them to Cc list.
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