Pfft!  Like a wall will even work.  Has nobody been reading the news about all the tunnels dug to move drugs and weapons, or the time they built a catapult in Mexico and piled some mattresses in the US and were launching people over?  The next thing you know they'll just go to Tijuana or Matamoros and just swim around to San Diego and Brownsville.
The real solution is to create conditions that make Latin Americans (it's not just Mexicans) want to stay at home in Latin America.