The only way to have an actual weapon on hand at the Academy is for one of the instructors to be from your House.  In which case, while "officially" against the rules.  They could slip you a dagger to keep hidden in your boot or something like that.<br/><br/>Typically only instructors within the top twelve or so houses would risk such behavior.  However, as long as said weapon was only kept and used for self defense, and kept hidden nothing usually was said about it.