Put it this way, would you put a ferrite bead on a micro running at 4MHz? As yet, I haven't found it necessary - time may prove me wrong. At 20Mhz it would bear consideration
two comments on radiation coming IN:
1) A port pin is latched the same way regardless of clock speed, so the only difference would be that at a lower clock 'accidents' because of EMI would happen less often.
2) adding ferrites to my signal lines has dramatically reduced our customers reports of 'things happening now and then'

Erik