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You may want to try a local store that sells electronics for an inexpensive FM antenna. Ebay and Amazon has them for $9.00
For AM use a straight insulated wire where, 3ft to 6 ft to see if that brings in AM stations for you. There should be a terminal in the back of the unit marked antenna or facsimile. You do need to strip the end of the wire a bit to attach at the AM antenna post.
What is attached to the CD input?