The cop who will provide you protection is the one you do NOT see who is beating the bushes in potential shooting sites, keeping the sniper from feeling safe as he sneaks in and out.
The sniper likes to feel safe, he takes great care in selecting his escape route and shoot site. If cops are all over them, he will stop or go elsewhere.
I am not being unkind. I am just trying to tell you that the police cannot protect you, ever. Nor, can you protect yourself from all harm.
But, arm yourself and be vigilant. That is not to say that you are safe, either, in doing so, but it helps.