I can't think of any reason a CD would not be able to store a low-frequency tone of any sort except for storage limitations (a storage limit of one second makes 1 Hz or less unrealistic; a standard CD can hold 4440 seconds). High frequencies are another matter entirely.
Use an audio editing program (such as Audacity, for a free option) to generate a 5 Hz (or lower) tone, save it to a WAV file, and burn it to a CD. Rip the CD to WAV and open it again in Audacity. If the sine wave remains intact: your CD just reproduced that signal.
Whether or not your listening system can reproduce the data on the CD is another matter (please take care if you try this; sine waves at any frequency, especially at full amplitude, can be less than healthy for your equipment).