General aviation pilot reported a near miss with another VFR aircraft while being vectored onto an approach. No evasive action was taken.

Narrative

The problem arose as we were being vectored to out final approach course by Regional Approach. Regional approach saw an aircraft flying right at us at +200 feet from our elevation. The Pilot flying and Myself (pilot monitoring) saw the same indication on our MFD showing ADSB Data. There were many events happening in rapid succession. Event one was the Controller giving us vectors to intercept the final approach course; the next was when approach said 'you have traffic at your one o'clock' and that the altitude was about 200 feet above our current altitude. I called him back and said looking because I was on the radios; I saw an airplane in the distance but it seemed too far away; approach called again and said 'Aircraft X I need you to have that traffic in sight' at this time I still did not have the traffic but from seeing the other traffic in the distance; my pilot flying shook his head as if he had the traffic in sight so I told the Controller 'Traffic in sight' while still personally trying to get an eye on this traffic; the Controller seemed rushed and gave me my clearance which I missed because I was more concerned with the VFR traffic who approach was not talking to so I asked for the clearance again; the Controller gave it to me; I read it back to him in a disorganized way then the airplane was right over the top of us; I still did not have it in sight; and the Controller passed us over to Arlington (GKY's) tower. There were many things going wrong at this time. 1. I should have told my pilot flying to turn left and avoid the traffic then let ATC know what we were doing. 2. The VFR traffic should have made better decisions than to fly right through the approach end of a very busy airport and should have performed their VFR duties of keeping an eye out for other airplanes and seeing and avoiding. 3. The Controller should have vectored us away from the traffic. 4. The pilot in command should have turned the aircraft away from the traffic and performed his PIC duties. Many thing going wrong rapidly could have ended in a different way today. My Pilot Flying and I both reviewed the events and came to the conclusion that better communication in the cockpit could have helped this situation out end.