Did Cole believed that Malcolm wasn't a ghost?

It's pretty clear that Cole was afraid to the ghosts the mayority of the film, but when he was with Malcolm, he was calmed and not scared, so if Cole believed that Malcolm was a live, why Malcolm's ghost was so different from the others, I mean, no scares things came with Malcolm althought he suffered a violent dead. It was so clear for Cole and the audience when a ghost arrived that the Malcolm situation seen a little cheating for make the final twist. Maybe the fact that Malcolm was a calm and lovely dude makes his ghost benign and not scare? I remember that Cole said to his mother that grandma visited him sometimes and she seens like another benign ghost like Malcolm, and the fact that Cole didn't know Malcolm before, plus that he was a benign ghost made him believe that Malcolm was alive? I was thinking on the idea that Cole actually known that Malcolm was a ghost but he decided trusted in him for been a benign ghost like his grandma but it's so clear in a couple scenes that Cole seens to think that he is talking with another alive person when talk with Malcolm, like when he tell him his secret, or when he talk about the feeling of been close to a ghost, or when he tell him to talk with Anna when she's sleeping, or just when he talk with him in general, Cole is so relax and calm with Malcolm that is weird that he seens to be so scare to the other ghosts.

What do you thing?