No dog should be allowed to harass another to the point of causing stress. I'm sure that MAX, a puppy, doesn't mean any harm to COCO, he is just curious, wants to explore and play.
I would introduce the dogs with a lot of supervision, even keeping COCO on your lap to protect her from inquisitive MAX. Sometimes our RICKY will harass his cousin doggie, JOJO who is 5 times his size and weight and three years older. At that point, we put RICKY into 'timeout' until he can play in a more polite manner. RICKY HATES timeout and it only lasts a couple of minutes and then he is allowed back into circulation and at that point he knows has to be more polite - but he is an adult dog with lots of training.
So introducing dogs to each other, especially when one is a puppy, may take some time and intervention. It requires patience, supervision, and training. I am confident COCO and MAX will become best friends , but it is going to take some time.