Error when \% is included in a sectioning command

Question

When I try to input a \% in a \subsection's title and Compile pdf, I get the following error:

File ended while scanning use of \@@BOOKMARK.

How should I do it?

EDIT

Here is a reproducible example. The file is encoded in UTF-8 format.

\documentclass[a4paper]{article}


\usepackage{fontspec}
\usepackage{hyperref}
\usepackage{longtable}
\usepackage{rotating}
\usepackage{tabularx}
\usepackage{lscape}
\usepackage[normalem]{ulem}


\setmainfont[Scale=1.0]{Times New Roman} 
\setsansfont{Times New Roman}


\begin{document}

\section{Μέσες τιμές και 95\% Διαστήματα Εμπιστοσύνης}

\subsection{a \% b cd}

<<>>=
1+1
@

\end{document}

Answer 1

It is perhaps a configuration problem of hyperref. I do not have Times New Roman, but I succeeded with xelatex (TeXLive 2012, Ubuntu 13.04) in RStudio (v0.98.312) and knitr using the configuration below:

\documentclass{article}
\usepackage{fontspec}
\setmainfont{DejaVu Serif}
\usepackage[unicode=true,bookmarks=true,bookmarksopen=true]{hyperref}
\usepackage{xunicode}
\begin{document}


\section{Μέσες τιμές και 95\% Διαστήματα Εμπιστοσύνης}

\subsection{a \% b cd}

<<>>=
1+1
@

\end{document}

Output:

The document is UTF8 encoded. You probably need to tell hyperref the unicode option.