 Solution

Let $\mathcal{U}$ be a nonprincipal ultrafilter on an infinite set $I$. It contains no finite set, so a finite $X\subseteq I$ does not belong to $\mathcal{U}$. An ultrafilter contains exactly one of a set and its complement; hence $I\setminus X\in \mathcal{U}$. Equivalently, every nonprincipal ultrafilter contains the cofinite filter.

For structures $(M_i{)}_{i\in I}$ and a first-order formula $\phi$, the Łoś theorem says

Fix a prime number $p$, take $I={\mathbb{N}}_{>0}$, and choose a nonprincipal ultrafilter on $I$. The ultraproductis a field because each factor is a finite field, and it has characteristic $p$ because each factor satisfies $p\cdot 1=0$ and $m\cdot 1\ne 0$ for $1\le m<p$. For every natural number $r$, all sufficiently large factors contain at least $r$ distinct elements. The first-order sentence asserting the existence of $r$ distinct elements therefore holds in $K$. Thus $K$ is infinite, as summarized by infinite field of positive characteristic from an ultraproduct.