Do Secret Mission 3 after completing Mission 8 ( when U get the Aegis Shield from Angelo Credo ) this shield allows you to pick up a demon by holding circle( Buster ) and use them as your shield, lock onto the Frost and taunt, his attacks will be blocked and you'll earn Style for taunting, the first demon you pick up will die in this process, so be ready to grab the other one the same way and repeat blocking Frost's attacks and taunting until your Rank reaches C.