My advice is this, make it VERY clear that you are in fear for you safety and the safety of your co-worker. Make this point clear not only to your boss but to your fellow employees as well. Then start carrying. If you ever have to use your weapon you will at least have established that you felt a real threat and were acting to protect yourself and coworkers. It might or might not save you from a criminal charge but, at least it gives you a chance, and more importantly you wont be dead or carry the guilt of having your inaction contribute to an innocent getting hurt.