Is visible light the only portion of the electromagnetic spectrum that exhibits particle/wave duality? If so, how/why do other frequencies (i.e. radio) behave as waves?
Photons of any energy are subject are described by quantum mechanical laws. As a quick example off the top of my head, UV photons participate in the photoelectric effect, which is commonly used to illustrate the classical vs quantum view of light.
Radio waves are constructed of photons as well. This is difficult to directly or indirectly observe because of both their low energy. See this related question here on Physics.SE.
For more info, see this Wikipedia page.