it was an illusion to think that we could have a common currency and a single market with national approaches to economic and budgetary policy. let's avoid another illusion that we can have a common currency and a single market with an intergovernmental approach.

How would the previous sentence be correctly capitalized?
It was an illusion to think that we could have a common currency and a single market with national approaches to economic and budgetary policy. Let's avoid another illusion that we can have a common currency and a single market with an intergovernmental approach.