We do not transmit low frequency signal to long distances because
(a) The size of the antenna should be comparable to signal wavelength which is unreal solution for a signal of longer wavelength.
(b) Effective power radiated by a long wavelength baseband signal would be high.
(c) We want to avoid mixing up signals transmitted by different transmitter simultaneously.
(d) Low frequency signal can be sent to long distances by superimposing with a high frequency wave as well.

Therefore, the most suitable option will be :

For longer wavelength, size of antenna would increase. The size of the antennas should be atleast $\frac{\lambda }{4}$ for high efficiency of signal radiation. 

The effective power radiated by an antenna is inversely proportional to the square of the wavelength, so, for the same antenna length, the power radiated increases with decreasing wavelength or increasing frequency.Hence, the effective power radiated by a long-wavelength baseband signal would be small.

Also, mixing of signals needs to be avoided, as all the signals get mixed together and a receiver can not separate them from each other.  Also, we can use modulation to send low frequency signal by superimposing them with high frequency signals. Electrical audio signals are superimposed on a high frequency wave called the carrier wave. The carrier wave is generated from radio-frequency oscillators and is undamped in nature.