We just got Cosmo two weeks ago and Izzy is my baby girl of 2-1/2 and I was worried about this too but with supervision and patience there should be no major issues. When we brought Cosmo home the very first thing my husband and I did was that he held Izzy and I had Cosmo and we went into neutral territory like our back yard. We let them sniff while each of us was holding them. Then we put them down and let them sniff each other. I can't say we haven't had our tiffs..lol..but we supervise closely even still. They are getting better or I should say Izzy is getting better all the time. I can now pet and cuddle Cosmo without her going into a tizz and getting all jealous. I still have issues with toy possession though. She wants everything he has and visa versa..that's when we really supervise them.
Good luck and congrats on a new baby.