Either a 50 ohm or 75 ohm six-foot cable between a standard BNC plug and a standard RCA plug will work here.
At these frequencies and length, the cable (if RG-58/U 50 ohm) will represent a 25 pF/ft or 150 pF total capacitance across the 1 M\$\Omega\$ and (probably) 15 pF input capacitance of the 'scope (plus the small capacitances of the two connectors).
RG-59/U 75 ohm coax has less capacitance, but the miniature cables may have more.
What is the microphone's impedance? There are no series losses in this circuit, but the total load capacitance forms a low-pass filter with the output impedance of the microphone.
If a 200-ohm dynamic microphone, then the roll-off is -3 dB at over 4 MHz, but a piezo microphone has a capacitive output impedance, and the cable capacitance will load it (capacitive voltage divider).
A dynamic microphone with an internal step-up transformer (for a high-Z input) might have an output impedance of, say, 50 k\$\Omega\$, and the roll-off would be -3 dB at around 17 kHz.