Answer: the momentum is increased
Energy and momentum are conserved, this was proved by he American physicist Arthur H. Compton after his experiments related to the scattering of photons from electrons (Compton Effect), in which he also proved that photons do have momentum.
So, this momentum [tex]p[/tex] is given by the following expression:
[tex]p=\frac{h}{\lambda}[/tex]
Where [tex]h[/tex] is the Planck constant and [tex]\lambda[/tex] is the wavelength of the photon.
As we can see, the momentum is inversely proportional to to the wavelength. This means, if [tex]\lambda[/tex] decreases, [tex]p[/tex] increases.