First: Keeping a copy of the mail, encrypted as you sent it, would be pointless. Keep in mind that you are using public key cryptography: You encrypt with the recipient's public key, and only the recipient can decrypt. So a copy of the sent mail would be unreadable to you.
What you can do is to encrypt the copy with your own public key. For example, you could use gpg's option
--encrypt-to name with your own public key:
Same as --recipient but this one is intended for in the options file and may
be used together with an own user-id as an
"encrypt-to-self". These keys are only used when there are other
recipients given either by use of --recipient or by the asked user id.
No trust checking is performed for these user ids and even disabled
keys can be used.
For detailed instructions, see http://dev.mutt.org/trac/wiki/MuttGuide/UseGPG .
That said, I'm not sure there is much of a point in keeping sent mails in encrypted form. This only makes sense if you are worried that someone might read the contents of your hard disk / home directory. If that is the case, then there is probably much more to be protected than your sent mails (such as all your documents).
If you want to protect your local files, I believe full disk encryption (or at least an encrypted home directory) is the only sensible solution.