It is a bug, because it is fixed in the service pack (SP)
if u run it after installing the SP then it will not run
and will give u the following error .

Server: Msg 113, Level 15, State 1, Line 10
Missing end comment mark '*/'.
Server: Msg 170, Level 15, State 1, Line 2
Line 2: Incorrect syntax near '*'.

As a result , u should remove the 'go' from the comment.