We address the problem of simulating an arbitrary binary interactive first-order Markovian protocol over a pair of binary symmetric channels with crossover probability $\varepsilon$. We are interested in the achievable rates of reliable simulation, i.e., in characterizing the smallest possible blowup in communications such that a vanishing error probability (in the protocol length) can be attained. Whereas for general interactive protocols the output of each party may depend on all previous outputs of its counterpart, in a (first-order) Markovian protocol this dependence is limited to the last observed output only. Previous works in the field discuss broader families of protocols but assess the achievable rates only at the limit where $\varepsilon\to0$. In this paper, we prove that the one-way Shannon capacity, $1-h(\varepsilon)$, can be achieved for any binary first-order Markovian protocol. This surprising result, is to the best of our knowledge, the first example in which non-trivial interactive protocol can be simulated in the Shannon capacity. We give two capacity achieving coding schemes, which both divide the protocol into independent blocks, and implement vertical block coding. The first scheme is based on a random separation into blocks with variable lengths. The second scheme is based on a deterministic separation into blocks, and efficiently predicting their last transmission. The prediction can be regarded as a binary pointer jumping game, for which we show that the final step can be calculated with $O(\log m)$ bits, where $m$ is the number of rounds in the game. We conclude the work by discussing possible extensions of the result to higher order models.