There is about 1% of switching voltage noise on the speaker cable since filter is not perfect but, as I said before, 1/300 wavelength antenna won't radiate. In addition, electricity in speaker cable flows in both directions canceling the most of RF (if any). When you place radio directly on the wire you might get some capacitive coupling, but I doubt it. Many speaker cables are twisted making it completely inefective (better than shield) for electromagnetic radiation or capacitive coupling (both ways - from cable or to cable).
You may find this of interest:
https://www.maximintegrated.com/en/app-notes/index.mvp/id/3977
scroll down to:
Minimizing EMI with Spread-Spectrum Modulation

