Here are what I have tried so far:
1. Plugging a dynamic mic to the speaker using a different cable. There's still RFI, without touching the mic to a metal case. I don't hear any such problem through headphones through the preamp on my interface.
2. Plugging different sources to the speaker. I used an unbalanced cable here because I don't have other balanced sources. I have tried a music player, a hand-held game (Nintendo DS), and headphone output from my laptop. The first two exhibited RFI. As for the headphone output from my laptop, the hum was way too loud that I wasn't sure if there was RFI or not. I don't have other speakers lying around here, or I would have tried that as well.
3. Shorter cables seem to produce lower RFI noise, but still audible nonetheless. I can't get much shorter than that anyway due to speaker placements. My current cables are 2 meters, and I believe I can't get them shorter than 1.2-1.5 meters.
4. I tried emailing KRK (service@krksys.com), but my email was immediately rejected with "no such user" error. I'm trying other contacts now.
If nothing helps, I wonder if an in-line RF filter like this one
http://store.shure.com/store/shure/en_US/DisplayProductDetailsPage/productID.104211000 will help, given that I have already used ferrite cores, and there's still audible RFI.