Let mass of lighter object be m and mass heavier one be M
M>m and
for mass M , p (momentum)=√2Mk
for mass m , p (momentum)=√2mk and √2Mk is greater than √2mk
Or in other words momentum of any body is directly proportional to its mass.
SO the heavier object will have greater momentum then lighter object.
p=Mv for greater mass object and 
p=mv for lighter mass object so Mv is greater than mv. 
Hence proved.
We know that p²=2mK So, if the KE of two bodies are equal. Then their momentum would be directly proportion to √m. So the momentum of the body having more mass, would be greater