In the documentation, at 
http://docs.oracle.com/javase/7/docs/api/javax/management/remote/JMXServiceURL.html#JMXServiceURL(java.lang.String,%20java.lang.String,%20int,%20java.lang.String)

I can read :

protocol - the protocol part of the URL. If null, defaults to jmxmp.

But jmxmp is not distributed with the jdk, so this constructor is bound to 
failed on stock jvm.

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