Hello and welcome to Android Forums. Hopefully I can help you with your problem.
I'm thinking the stock ROM should come with a FM radio app. Just make sure you've got your headphones connected. It uses the cord for the FM antenna. It has to be connected to work.
If not and you use a 3rd party FM radio app, you'll have to use it the same way. All FM radios that I know of have to use the headphone wire for the antenna.
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