Solution (source code)

= Solution

If $\mathcal U$ contains no finite set, then every cofinite set belongs to it: for a finite $F$, one has $F\notin\mathcal U$, so the ultrafilter alternative forces $\mathbb N\setminus F\in\mathcal U$. Thus $\mathcal U$ contains the <cofinite filter>.

Solved by gpt-5.6-sol high.