Alessandra Coote was walking on a trail with her 2-year-old daughter and dog two-and-a-half years ago when a man began yelling at her and threatened to kill her dog. When the petite single mom made it back to her Utah home, she decided she needed a firearm for protection. A few months later, while living in what she described as a “shady part of town,” a homeless man threatened her. After that encounter, she began regularly carrying a firearm under Utah’s Constitutional Carry law. Coote, who just graduated this spring from the University of Utah, says carrying the gun has...