The correct statement is:
Waves with a short wavelength have a high frequency and high energy.
This is because, according to the wave equation, frequency and wavelength are inversely related: as wavelength decreases, frequency increases. Additionally, energy is directly proportional to frequency (E = hf, where E is energy, h is Planck's constant, and f is frequency), meaning that shorter wavelengths (which correspond to higher frequencies) also correspond to higher energy.