Add html markup to Drupal Webform
You can't add html to the t() function. 
A quick (and maybe dirty way) is to just do something like this:

   '#title' =&gt; t('Selected'),
   '#options' =&gt; array(
      0 =&gt; t('No') . '&lt;span class="markup"&gt;Markup&lt;/span&gt;',
     1 =&gt; t('Yes') . '&lt;ul class="markup"&gt;&lt;li&gt;Markup&lt;/li&gt;&lt;/ul&gt;',