Here is the full list of all 13 Cold Vengeance achievements.
Max Out the Combo Meter
Free a Mind-Controlled Gorilla
Beat the Game
Beat Arcade Mode
Get an America Rank
Get America Rank in Every Level
Defeat the Office Baron
Defeat Boomerang Boone
Find the Jetpack
Defeat the Lancer
Defeat the Nose Robot
Make it Through a Level Without Taking Damage
Congratulations, You Got All The Coins. Good Job.