'Jew queer Rosebury?' Was this a real individual?

In the documentary "Simply Wilde" that is featured on the DVD, Stephen Fry says that Bosie's brother Francis killed himself due to a scandal involving one Lord Rosebery, who is the same man who later became Prime Minister of the UK. At that time, he must have been Foreign Secretary, and Francis Douglas was his private secretary.
That's him on Wikipedia: http://en.wikipedia.org/wiki/Archibald_Primrose,_5th_Earl_of_Rosebery
I hope that answers it.