The leader arrow style is determined by the current dimension style, which by default is the Standard dimension style. You can change the style of the leader arrow by editing the properties of the dimension style, or by selecting a dimension style with the desired arrow style setting.
To change the style of a leader arrow:
Click on the text with leader to select it.
Right-click and select Properties, or select Edit > Modify Elements > Properties.
In the Dimension Styles dialog, click the Edit button. (Alternatively, if you have imported a dimension style with the desired arrow style setting, just select it in the dimension style list.)
In the Edit Dimension Styles dialog, enable the Leaders radio button on the Lines and arrows page.
Select the desired arrow style in the Arrow type area. You can change the dimensions of the arrow in the parameters window.
Click OK in the Edit Dimension Styles dialog.
Click OK in the Dimension Styles dialog.