When I used to exercise polo horses in sets of three (riding 1 and ponying 1 on each side) we used 5 foot lead ropes, anything longer got in the way. We wanted each horse to stay pretty much up by our knees since this gave us better control. My fellow groom and I would gallop down the shoulder of the road swerving to avoid mailboxes and hoping if the horses shied at anything they'd all go in the same direction!