Such a creature is called a "musimones", as I recently learned from reading "Natural Magicks" by Porta, an endearingly incorrect popular science book from 1584. I quote his discussion of these creatures below. The rest of the book is quite amusing.

http://www.mindserpent.com/American_History/books/Porta/jpor...

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There is a beast called "Musimones", gendered of a Goat and a Ram. Pliny says, that in Spain, but especially in Corsica, there are beasts called Musimones not much unlike to Sheep, which have Goats hair, but in other parts, Sheep; the young ones which are gendered of them, coupling with Sheep, are called by the Ancients, Umbri. Strabo calls them Musimones. But Albertus calls them Musini or Musimones, which are gendered of a Goat and a Ram. I have heard that in Rhetia, in Helvetian confines, there are generated certain beasts, which are Goats in the hinder parts, but in the former parts, Sheep or Rams; but they cannot live long, but commonly they die, as soon as they are born. And that there the Rams being grown in years, are very strong and lustful, and so often times meet with Goats, do run over them, and that the young ones which wild Rams beget of tame Sheep, are color like the sire, and so is their breed after them; and the wool of the first breed is shaggy, but in their after-breed soft and tender.