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I'm afraid the answer is yes. If you rotate a hyperbola x2 - y2 = 1 around the y axis, you form a body with finite volume but infinite surface area, so you can paint an infinite surface by pouring in a finite can of paint, but not by spraying or brushing it. Economists make their living by talking about the can of paint and ignoring the brush.
No, by definition - that's why you can't cover it by spraying. But obviously if you pour it in from a can, it will have finite thickness. Ask any government minister (except the Treasury).
The question is meaningless since you can't cover the surface with paint.
Hmm, set theory. Not for me, although I like to expand my mathematical knowledge I find set theory boring and lacking practical application, certainly in engineering.