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As long as it is only in small quantities and doesn't result in diarrhoea, then it's fine to give yoghurt to your cat. Some even advocate live yoghurt as a good source of healthy bacteria for the gut, although bear in mind that human and cat intestines are different! Watch the amount you give because of possible weight gain, and also stop giving it at times of any tummy upset as dairy products can make vomitting or diarrhoea worse.
I hope this helps,