Thick wire will be of larger length.
when we divide the quadrilateral into four parts, it will be four triangle.
And we know the side property of triangle , that sum of any two sides of a triangle is always greater than the third side.
Let the quadrilateral be ABCD then the diagonal AC and BD
AB +BC > AC
BC +CD > BD
CD+ AD >AC
AD +AB >BD
2( AB +BC +CD +AD) > 2(AC +BD)
( AB +BC +CD +AD) > (AC +BD)
so the sum of sides of quadrilateral is greater than the sum of it's diagonal.