Try it. You can't.

New neighbor: Knock, knock, hey honey can I borrow one egg? 

Me: I don't have any eggs, sorry [truth]

But really, it is impossible to "borrow" an egg anyways, unless you just wanted to hold it for a few seconds or something. 

In which case you're a weirdo and I don't want it back. 

So... yeah... it's impossible to borrow an egg.

Pictured: borrowed egg.