The Bees host Leicester today, with the Foxes having announced Ruud van Nistelrooy as new manager on Friday afternoon.
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Frank said, "Of course it is always sad when a colleague loses his job. I know Steve quite well - we met several times in the Championship and Premier League.
"I think he is a brilliant coach and has done well. From the outside, I don't really understand why he has been fired.
"But of course I don't know what has happened on the inner lines."
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