Concatenate Values from a Data Set with a Twist

It is simple to concatenate fields from a query in SQL server then return the concatenated item to SSRS.  My dilemma is I would also like to apply formatting to each value in the list separately based different values.

I am using SSRS for SQL Server 2008 r2.

Example

Query Results

ID   CustomerName      FavoriteCustomer

1     Sith Construction    No

2     Jedi Forever           Yes

3    Trooper Ammo        No

4    Ewok Emporium     Yes

5    Smuggler Deals      No

If the customer is a favorite customer, I would like to underline and bold the customer name.

Results needed:

Sith Construction, Jedi Forever,Trooper Ammo, Ewok Emporium, Smuggler Deals

May the force be with you!

Bradley