It's not really possible. How old is this fish? More then likely, it's a late developing male. Otherwise, it's possible the fish is developing male characteristics, however these "males" are always sterile. There was a debate on this in a topic I started called "Swordtail Sex Change" or something similar. Try searching for that, and you'll get lots of information.
The same thing happened to me.
Gee, what a relief!
Some time ago, I got two pretty, young female plattys to keep company to my mickey mouse male. Imagine my surprise when I noticed one of the "girls" started developing a gonopodium
The problem was that once it grew up he turned quite competitive with the older male platty. He chased and pecked all the time until one day he died. I guess he tired him out. I can't tell you how many times I wished I had been more careful when choosing my "girls"
Hopefuly yours won't have any problem and should be OK
Good luck!