Finish the campaign to unlock Ky. In the last mission, destroy Valentine's Arms to stun her and damage her core as much as possible. Jump over her hand swings and jump away when she tries to bash you with both arms are strike at you. When your sent into another dimension, just run around outside the clones of Valentine until you return. Watch out for surprise attacks when you return. At the end of it all, you have to fight Valentine in her dimension, but this time its only her. Attack cautiously if you're on Hard and you'll win.