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Zhi is the first Psycho that you will encounter. You'll get a call shortly after you've reached Rhonda's Garage that will notify you of him being in the Zen Gardens. This Psycho is fast, and he will often leap on top of pillars where you will be unable to melee him. I highly suggest grabbing a few assault rifles so that you can take him out quick and easy, without taking too much damage yourself. If you run out of ammo, there are plenty of handguns and shotguns laying around the area.