Making a composite shape behave as a button (with states)

I have made a 'button' by combining two arrow shapes - is there any way to make this composite shape behave as one so that I can add hover and down button states and apply triggers?  If I just group the two shapes I can't apply states to the group. I know I can do it if I just use a graphic but I imagine the shape option will be 'sharper'.

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