Fix Entity Framework exception: "Method 'ExecuteAsync' ... does not have an implementation"

I got this exception with Entity Framework 6:

Exception has been thrown by the target of an invocation.
The type initializer for 'System.Data.Entity.SqlServer.SqlProviderServices' threw an exception.

Method 'ExecuteAsync' in type 'System.Data.Entity.SqlServer.DefaultSqlExecutionStrategy' from assembly 'EntityFramework.SqlServer, Version=6.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089' does not have an implementation.

The reason was because my database connection was setting MultipleActiveResultSets to TRUE; changing it to FALSE fixed the problem.