Why A toroid with a ferrite core wins on three counts at once. The high permeability of ferrite multiplies the inductance, so you get many millihenries from relatively few turns compared with an air-core coil. Ferrite is made in many mixes, each with a permeability and loss characteristic tailored to a particular frequency range, so you can pick a mix for HF, VHF or EMI suppression. And because the core is a closed magnetic loop, nearly all the flux stays inside it, which means little stray coupling to nearby parts and little pickup from them.
Watch out Each single-item choice is true on its own, so picking just one leaves out two equally valid advantages; the pool wants the combined answer.
Toroid = more L, chosen mix, contained field. Three benefits, so 'all of these'.