First of all: the general guideline is ignore site metrics when choosing your course of action. Just because the metric expects 2.5 answers per question does not mean we should add unnecessary extra answers to questions! These are just aggregate broad-brush metrics, and they are inherently limited.
As you point out, there are a couple of ways to view wrong answers. A wrong answer that looks right can be actively harmful if a reader took away the impression that it was correct. On the other hand, a wrong answer that is subtle or easy to arrive at has value in being present, since it marks the common error. There are also gradations; sometimes an answer is mostly right, or only right under common circumstances, etc.
From a site mechanic perspective, the intention seems to be to encourage deletion. If you leave a wrong answer up it will tend to be downvoted, accrue challenging comments, and so on, which you may not enjoy. There are also two badges (Disciplined and Peer Pressure) which explicitly reward you for deleting answers when you believe they aren't helpful.
However, in this case I think the answer is very subtle. It was clear that most people thought you were correct, until the other answer showed up with the official ruling. In this situation, I think you would do best to edit your answer to indicate that you are aware it is incorrect, but that it is nevertheless a common misconception (you can point out exactly why as well, if you like). That should protect you from further downvotes while preserving a useful piece of information for the future.
Ultimately though, it's up to you. As usual, this has been discussed before. Check out these links for some other views.