LINQ to Entities select all entries in many-to-many relationship

Question

I have 3 MySql tables: Students, Classes and StudentsInClasses.

The Entity Framework translates these into two entities

Answer 1

How about:

var query = from @class in db.Classes
            from student in @class.Students
            select new { ClassId = @class.ID, Student = student };

var lookup = query.ToLookup(x => x.ClassId,
                            x => x.Student);

(I suspect a Lookup is more appropriate than a HashSet here.)

EDIT: If you don't want to use query expressions:

var query = db.Classes
              .SelectMany(@class => @class.Students,
                          (@class, student) => new { ClassId = @class.ID,
                                                     Student = student });