Calibrating the R&H FPL 1003 Spectrum Analyzer

Hello. I am setting up an EMC test bench and I have a spectrum analyzer(SA): The Rohde and Schwarz FPL 1003 Spectrum Analyzer. I am trying to conduct some preliminary tests to ensure that the results seen on the analyzer are correct.

For this I gave a sine wave of a particular frequency(100kHz) and magnitude(2V p-p) from a function generator to the SA and monitored the output.

The output:
Fundamental (100kHz) and it's multiple frequencies match on the spectrum seen on SA. However, the magnitude seen is quite different.

Now, the function generator has 3 options for 'load setting': 1. 50Ohm 2. High Z and 3. Load

In High Z setting:
i/p : 2Vp-p i.e. 0 to 1 Vpk || o/p (on SA) : 353mV

In 50Ohm setting:
i/p: same || o/p(on SA) : 671mV

In Load setting:
i/p: same || o/p(on SA) : 671mV

Is there anything that I am missing here to not get the exact 1V output in spectrum analyzer?