Since the question is a little unclear, I'll be assuming you haven't tried anything (based on your post), this is some starting point.
nav a {
background-color: white;
border-bottom: 5px solid blue; /* define a light blue border for the link */
}
nav a.active {
border-bottom: 5px solid white; /* simulate increase in white color */
}
nav a:hover {
border-bottom-color: green; /* change border-color to green on hover */
}
nav li {
border-bottom: 2px solid blue; /* constant light blue border */
}
For future reference, consider showing code you've tried.