Boyfriend wants me to shave my arms.. What should I do??

Carina
So my bf wants me to shave all of my arm hairs off because he believes that girls look better with less hair and he doesn't like the hair on my arms. 
I have to admit, I have really long, thick and dark arm hairs. Thank you Italian heritage. 
I'm not sure if I should or not. 
If I do, will that just say I'm giving into him and not sticking up for myself? 
If I try to stick up for myself, how should I do it and what should I say to him???
HELP!!