SÃO PAULO—Like millions of victims of rampant gun crime in Brazil, Claudio Sotero Júnior is clear about what he wants: his own gun.

His store near São Paulo selling bodybuilding supplements has been robbed at gunpoint six times since he opened it in 2006. Three years ago, the 41-year-old had to give up teaching kickboxing classes to pick up his wife from work every day after gunmen robbed and sexually assaulted her at a bus stop.

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