What is an efficient and elegant way to add a single element to an immutable set?

Question

I have an immutable set (cast as a Set) that potentially contains many elements. I need a Collection that contains the elements from that set plu

Answer 1

I'm experiencing cognitive dissonance when I read "immutable" and "add to" in the same sentence. You can add a new element to the end of a mutable copy of the immutable values, but you can't modify the immutable set. I don't know of anything elegant.