Bloodbath Arena DLC is required.
All 5 weapons in 2 hours.
Now this method is by far the quickest and easiest, as I got all 5 in about 2 hours, so go into arena C in either co-op or solo and get to about wave 25+ and you will notice enemies will start to carry special weapons; uncommon, rare, unique, and exceptional, as the achievement states it needs to be an exceptional weapon so just kill the zombie holding one which is shown as a red skull on the mini-map and pick it up, and just repeat 4 more times. It doesn't matter if you die after, so don't worry if you get killed. This achievement can be done in multiple playthroughs and the character or abilities used does not affect it, so you can play as anyone with any range of abilities. Good luck!
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