I disagree, I think most religions you could name or find in an encyclopedia (obviously the set of "religions" is infinite) are mutually exclusive. And statistically ... given that the set of possible religions is infinite, I'm not sure that you get much better odds; I'd have to think about that. Also, restricting yourself to what is in the current encyclopedia is pretty limiting ... Those poor citizens of the 1700s would have had no idea Mormonism was true. :)
Reminds me of a funny South Park bit, wherein a bunch of people wind up in hell. There's a demon serving as sort of a welcoming committee, and he tells the crowd he will answer any questions to the best of his ability.
"So...which religion was the right one?" someone asks.
"Mormonism," he replies. It turns out Mormonism was the correct answer. Sorry."