As a the Pen of a border cannot be changed, in order to assign a new border to a specific object, a new instance needs to be created through Border Constructor
Requirements
Target Platforms: Windows 10, Windows 8.1, Windows 8, Windows 7, Windows Vista SP1 or later, Windows XP SP3, Windows Server 2008 (Server Core not supported), Windows Server 2008 R2 (Server Core supported with SP1 or later), Windows Server 2003 SP2