Marilyn Monroe’s best everPosted: October 18, 2020
They trade sex stories. Capote tells of a homosexual fling he had with Errol Flynn. Marilyn: “It’s not as if you told me anything new. I’ve always known Errol zigzagged. I have a masseur, he’s practically my sister, and he was Tyrone Power’s masseur, and he told me all about the things Errol and Ty Power were doing…. So let’s hear your best experience. Along those lines.”
Capote: “The best? The most memorable? Suppose you answer the question first.”
Marilyn: “And I drive hard bargains! Ha! (Swallowing champagne) Joe’s not bad. He can hit home runs. If that’s all it takes, we’d still be married. I still love him, though. He’s genuine.”
Capote: “Husbands don’t count. Not in this game.”
Marilyn (nibbling her nail, really thinking): “Well, I met a man, he’s related to Gary Cooper somehow. A stockbroker, and nothing much to look at– sixty-five, and he wears those very thick glasses. Thick as jellyfish. I can’t say what it was, but–”
Capote: “You can stop right there. I’ve heard all about him from other girls… He’s Rocky Cooper’s stepfather. He’s supposed to be sensational.”
Marilyn: “He is. Okay, smart-ass. Your turn.”
Who was this mysterious man?
Veronica “Rocky” Cooper. From her Wikipedia:
Veronica Balfe was born to Veronica Gibbons and Harry Balfe, Jr. Following her parents’ divorce, she lived in Paris with her mother. Balfe did not see her father for many years, but kept in touch with her grandfather, who owned a ranch in California. Balfe saw her father a few years before his death in the 1950s. Her mother married Paul Shields, a successful Wall Street financier.
An avid sportswoman, Balfe was known to her friends by the nickname, “Rocky.” 
Aside from that and this, the man seems to slip through the internet. But what else do you need to know, really?
Always the possibility that Truman Capote made all this up for whatever reason.