Thank you Al. If we connect speaker with two separate wires apart the inductance of such connection would be proportional to area in between wires. Bringing wires very close would make this area (and inductance) close to zero. Twisting speaker wires (it would be stupid not to) reduces inductance even further reducing magnetic flux, that wires produce, to practically zero. That's why twisting wires not only reduces electromagnetic radiation but also electromagnetic pickup (also capacitive pickup). Coiling such two wires, even when not twisted creates bifilar coil - a type of common mode choke. It doesn't matter if it is an air coil or it is on the ferrite core. Mutual inductance is as high as it gets since two coils (wire and return) are interleaved.
https://www.wikiwand.com/en/Bifilar_coil
https://www.wikiwand.com/en/Bifilar_coil