Of course you can.
Okay, I am not a lwayer, so this is only my experience from carrying openly many years in AZ. I have had cops stop me and run the numbers on my gun to check if it was stolen, and they never minded the one in the chamber. Never had a cop stop and ask me if my gun was loaded. and in my CCW class they never mentioned it, and even enlightened me that it IS legal to carry a gun into a bank, (which I did not know). But you can never carry a gun onto federal property. Hm, sounds a little facist.
thaddeus