JavaScript Script_Window

In the JavaScript Script_Window I'm trying to do something like this:

     var color = "00FF00";

     window.cpAPIInterface.setVariableValue("link", "<font color='#" + color + "'><u>Test</u></font>");

Using a button, On Success -> Execute JavaScript, I can use the sample script with no issues. But when I Execute Advanced Actions that contains an action to Execute JavaScript, the sample script breaks. In the Advanced Actions, the sample script is changed every time I try to Update Action. Whenever I'm debugging in browser I get an "Unterminated string constant" error. I have tried escaping the single quote with a slash, but it still doesn't work. Is this just a "feature" of Captivate? I need to do other actions so I need to make it work in an Advanced Action.