How to add hyperlink to image caption

Hi,
Please can someone tell me how to add a url link to a image caption. If i add a caption then highlight the caption in the text box and add a link it works, but when you click update page, or publish the page, wordpress strips the code. I have looked everwhere but can’t find a simple solution. I am rubbish with coding etc. so if anyone has a simple solution it would be greatly appreicated.