is it illegal to own a lock pick set in arizona?

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I want to go into law enforcement for my career and hopefully become a detective or a swat member. both of these postions deal with situations that require opening locked doors. So i want to get a jump start on being able to pick a lock. so my question is is it illegal to own a lock pick set in arizona which is where i want to be a cop.

Tagged as: arizona, illegal, lock, pick