Well, it depends on how big your request is, if it is huge and requires a lot of precessions. I suggest you create a view this way, all the hard work will be on SQL Server, and your application will be much faster to process.
I recommend using virtual classes instead of creating a new one, because you will have all the functionality of the entity. check this link
What effects can the virtual keyword have in Entity Framework 4.1 POCO Code First?
Hope for this help
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