How do I mix rounded and squared caps in a single path in Illustrator?

How could I mix rounded and square caps in one single path in Illustrator? For example, I need to make a rounded cap on the starting point and a square one on its end? See the screen capture underneath.

Answer

You could use the scissor tool to sever the path without a gap or you could create a custom pattern brush. But the way I think is the most interesting and creates the best results is adding a custom arrowhead to Illustrator. To do this you have to find and edit Illustrators arrowheads.ai file.

To define custom arrowheads, open the Arrowheads.ai file, which is located under ShowPackageContent\Required\Resources\\ (for Mac) and \Support Files\Required\Resources\\ (for Windows). Follow the instructions in the file to create custom arrowheads. Place the updated Arrowheads.ai file at: \Plug-ins\ and avoid replacing the existing Arrowheads.ai file.

Source: http://helpx.adobe.com/illustrator/using/stroke-object.html#customize_arrowheads

Add an arrowhead that looks like this:

Now you access the new arrowhead in the Stroke menu.

Change the size of the arrowhead to fit the stroke width and change the alignment method, so the stroke tip extends beyond the end of the path.