The other point is, you should calibrate the 4194A four your individual probe adapter. If you don't know how, read the f... manual.
Or: Measure the capacitance of your setup with removed photodiode (which should be more negative) and with photodiode and calculate the difference.
For measuring the diode you should know your required bias and explore how to apply it: you must decoupple the power supply for the used frequency (use incutors and or high resistors) and you must protect your instrument from the powersupply (use capacitors) Theare is a difference in capacitance depending on the actual voltage (vorward, none, reverse).
A nice introduction is keysight's impedance measurement handbook. You should know what to do before killing your instrument.