The inference that the narrator thinks Vilho needs to be cautious is supported by D. We had been through so much together, and I needed him with me at graduation.
An inference simply means the conclusion that can be deduced based on the information given in a literary work.
In this case, the inference that the narrator thinks Vilho needs to be cautious is supported by the statement that they had been through so much together, and needed each other at the graduation.
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