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The normal purpose of a RF choke is to offer a high impedance to RF and a low impedance to DC. So it depends on your circuit. If for instance you had a RF amplifier that worked on 12V and its PA stage drew 4A DC, this would imply that the circuit impedance was ~ 3 ohms, so the choke should have an impedance of > 30 ohms at the working frequency. If you try and make the value of the RF choke too large, it then resonates with stray capacitance and becomes a tuned circuit also its DC resistance rises, so if in the example, its resistance was .5 Ohm, it would drop 2V and get hot.