No, you cannot set them all in a single statement.
At the general case, you need at least three properties:
border-color: red green white blue;
border-style: solid dashed dotted solid;
border-width: 1px 2px 3px 4px;
However, that would be quite messy. It would be more readable and maintainable with four:
border-top: 1px solid #ff0;
border-right: 2px dashed #f0F;
border-bottom: 3px dotted #f00;
border-left: 5px solid #09f;