Where should it be then? the TV and DVD player are above the fireplace.
You will have to look at that DVD Player. It may be a home theater receiver. If so, it will have an AM/FM radio built in. Good luck with the reception though.
If it's a stand alone DVD player then the previous owner removed the home theater system for whatever reason. There should be wires in that opening for the ceiling speakers. There should also be a sub woofer behind the fireplace. If no fireplace, it's behind a false wall in the cabinet below the TV.