I wanted to kill benny in the arena. Any idea how i go about getting him in there? there is no voice option.

I had the same problem.. did u destroy the underground vault for Caesar first? i think thats what u have to do..

Destroy the vault and then you have the option to kill him in the arena

You don't have to destroy it. If you activate it, Caesar says he felt the earth shake awhile ago and takes it your mission was a success, then you can kill Benny in the Arena.