We report a high-purity Einstein-Podolsky-Rosen (EPR) state between light modes with the wavelengths separated by more than 200 nm. We demonstrate highly efficient EPR-steering between the modes with the product of conditional variances epsilon(2) = 0.11 +/- 0.01 << 1. The modes display - 7.7 +/- 0.5 dB of two-mode squeezing and an overall state purity of 0.63 +/- 0.16. EPR-steering is observed over five octaves of sideband frequencies from RF down to audio-band. The demonstrated combination of high state purity, strong quantum correlations, and extended frequency range enables new matter-light quantum protocols.