If the input is AC coupled you get infinity
If the input is DC coupled you should get 50 ohms if the analyzer is wide band. If it is an analyzer is DC grounded you should see 0 ohms
That said, my 8591E measures an open, it is specified for a maximum of 25V DC in and my
R3465 measures a short it is specified for 0V DC input.
Now,
If you look at the service manual of the 85xx series analyzers on page 386 you will see that the input of the analyzer goes to the attenuator and that the attenuator input is blocked by a 0.047uF 25V capacitor. So you should see an open with a DC voltmeter.
I hope this helps.
John