You cannot have a shutter speed that's of longer duration than your frame rate. It's simply not possible.
Actually it is possible by doing a sneaky trick - let's say you're shooting 24P in very low light, and you need to use a shutter speed of 1/12 sec to get a good exposure. Go ahead and do it. Of course you're only recording 12 frames per second. But, in post you can use Twixtor or something similar, to create in-between frames which will get you back up to 24 fps. I've actually done it. It works quite well as long as you use a tripod, and objects in the frame move relatively slow.
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