Again, I would expect a skilled salesperson to do better, that doesn't mean that it's reality. Without the data one cannot know-- all one can do is suspect.
Buy even beyond that, one has to define what is efficent and what isn't. Our survey indicated a maximum 2% close rate on total calls with an expected close rate of less then 1%. Some other studies have determined a maximum rate around 1 1/2%. If a skilled cold call person is 5 times more effective than the aveage, they have a maximum close rate of 10%, with an exected close rate of about 7 to 8%. Is that efficient? Obviously, the individual salesperson would have to determine that for themselves. But without the data, you don't know how much more effective--if any--a highly skilled person is over an average cold caller. All you can do is suspect they are to some degree. And just because the highly skilled salesperson makes more money isn't proof--without the data you don't know if the real difference is in skill or that the "skilled" person simply made more calls, thus making more money.
And as for common knowledge, the "common knowledge" is that cold calling is the way to go. Its preached by most companies, by most sales managers, and defended as gospel by many a salesperson. Its cheap in terms of money, very expensive in terms of time; its "easy" in the sense anyone can do it (don't take that to mean anyone can be good at it, just that anyone with a phone can cold call); and it costs the company little other than the salesperson's time and one of the cheapest things they have to spend, especially if the salesperson is commission only, is the salesperson's time.