I saw this question and was convinced that the statement is true. However I attempted to solve the problem by derivating the equation with respect to $x$:
$$\dfrac{\partial f(xy)}{\partial x}y = \dfrac{d f(x)}{d x}.$$
Now if I take the derivative w.r.t. $y$:
$$\frac{\partial^2 f(xy)}{\partial x\partial y}xy + \dfrac{\partial f(xy)}{\partial x} = 0.$$
Let $g(x,y) = \dfrac{\partial f(xy)}{\partial x}$, then:
$$\partial_y (g) xy + g = 0$$
I'm stuck here, ny help is very useful for me, thanks!