Did you look at this one:
http://blog.lilybiri.com/want-a-button-on-question-slide-in-captivate
No examples of links there, but if there is a possibility it coudl be using shape buttons. You can also create a hyperlink from a word or a sentence, but not within answers or questions ot other default elements of a question slides, only in extra text containers.
Wished I could find time to blog again...