The striker is expected to be sold this summer.
But Frank told the Daily Mail: "He's a Brentford player right now and I'm the coach and I love to have the best players so I would love to have him in the club, but there's a lot of rumours and he's a very good player."
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Frank also commented on goalkeeper David Raya, who has spent the season on-loan with Arsenal.
"That I'm more clear on," said Frank. "He will be in Arsenal. They will be more than happy to have him, and I don't expect anything else than they will trigger that option."