Tektronix P5200 Instruction Manual page 27

Operating Basics
Figure 2: Input impedance vs. frequency
To maximize the rejection of common-mode signals, twist the input
leads together and do not use the extension leads. (See Figure 3.)
Twisting the Input Leads
Twisting the input leads helps to cancel noise that is induced into the
input leads, and to improve the high frequency response of the inputs.
For the best response possible, do not use the extension leads.
P5200 Instruction Manual 11