Why An oscilloscope probe's ground lead is a wire loop, and that loop has inductance which forms a resonant circuit with the probe's input capacitance. At high frequencies that resonance causes ringing, overshoot and distorted rise times on the displayed waveform, so keeping the ground return as short as possible (a ground spring or short ground clip right at the test point) gives the most accurate picture of the signal.
Watch out High-impedance probes are exactly what you want on low-impedance circuits because they load the circuit less, and a DC-coupled probe measures AC signals fine, it just also shows any DC offset present. Since two of the listed practices are wrong, the choice claiming all are correct fails too.
Short ground lead = less loop inductance = less ringing. Long ground pigtail makes square waves wiggle.