Load up Coastal Highway. At the very beginning of the level you will find a rocket launcher. Just hand it to Dare and you will get the achievement. View the video below and you will easily find it.
NOTE: I already got the achievement before I recorded, that is why nothing popped.
EDIT: I went back again doing it co op on normal and it seems that trading weapons with Dare is glitchy because i was able to do it on easy