Which of the following statements is FALSE?

A$.$ Because the coupon bond provides cash flows at different points in time, the yield to maturity of a coupon bond is the simple average of the yields of the zero $-$ coupon bonds of equal and shorter maturities.

B$.$ We can use the law of one price to compute the price of a coupon bond from the prices of zero$-$coupon bonds.

C$.$ The plot of the yields of coupon bonds of different maturities is called the coupon $-$ paying yield curve.

D$.$ It is possible to replicate the cash flows of a coupon bond using zero $-$ coupon bonds.