Color of captions becames fgcolor (knitr, Rnw)

When using knitr with Rnw files, color of the font of captions created inside a chunk becames fgcolor.

This problem is similar to knitr kable: Text color in PDF from RNW is grey. This solution is not useful in this case.

Is there any way to solve this problem? Hacking knit_hooks$set(plot = myfunction)? How to? Thank you.

% Minimal.Rnw
\documentclass{tufte-book}
\begin{document}
Color of normal font is black.
<<fig.env='marginfigure',fig.cap="The color of the font of the caption is fgcolor">>=
plot(1:10)
@
\begin{marginfigure}
    \caption{This color is black.}
\end{marginfigure}
\end{document}

EDIT I:

I publish a working solution for future reference. Benoit pointed out the key tick fig.show='hide'. Unfortunately, it does not write the figure environment. So I create a new hook called colorcaption, that solves this problem. Call this option with your desired color (black, red, green,...).

% Minimal.Rnw
\documentclass{tufte-book}
\begin{document}
<<echo=FALSE>>=
library(knitr)
knit_hooks$set(colorcaption = function(before, options, envir){
    ## Hacked from hook_plot_custom
    if (before) return() # run hook after the chunk
    ext = "pdf" #  original: options$fig.ext %n% dev2ext(options$dev)
    hook = knit_hooks$get('plot')
    ##
    n = options$fig.num
    if (n == 0L) n = options$fig.num = 1L # make sure fig.num is at least 1
    res = unlist(lapply(seq_len(n), function(i) {
        options$fig.cur = i
        hook(fig_path(ext, options, i), knitr:::reduce_plot_opts(options))
    }), use.names = FALSE)
    res <- paste(res, collapse = '')
    ## My hack. Put the color after the end of kframe
    sub("\\end{kframe}",paste0("\\end{kframe}\\color{",options$colorcaption, "}"),res,fixed=TRUE)
})
@
Color of normal font is black. 
<<colorcaption='red',fig.show='hide',fig.env='marginfigure',fig.cap="The color of the font of the caption is colorcaption",>>=
1:10
plot(1:10)
10:1
@
Hello
\begin{marginfigure}
    \caption{This color is black.}
\end{marginfigure}
\end{document}

This should do what you want, provided that the plots produced by your R code chunks are stored in a figure folder:

\documentclass{tufte-book}
\begin{document}
Color of normal font is black.
<<test1, fig.show = 'hide'>>=
plot(1:10)
@

\begin{marginfigure}
\includegraphics[width = \textwidth]{figure/test1-1}
\caption{this is now the correct color}
\end{marginfigure}

\begin{marginfigure}
    \caption{This color is black.}
\end{marginfigure}
\end{document}

Or you could (re)define fgcolor in your preamble:

\documentclass{tufte-book}
\definecolor{fgcolor}{RGB}{0,0,0}
\begin{document}
Color of normal font is black.
<<fig.env='marginfigure',fig.cap="The color of the font of the caption is fgcolor">>=
plot(1:10)
@
\begin{marginfigure}
    \caption{This color is black.}
\end{marginfigure}
\end{document}