Hi Robert and welcome to the site, I’m Louie a hardware/component level technician. Sorry you had to wait awhile but I’ll do my best to help.
Initially, bear with us; re-confirm and post back with the complete model number of the "...antenna in the box..."
Was the VSX-530-K purchased from a local seller and intended for the Canadian market?
Still and if the FM antenna is known to be good, connected correctly, then the described symptom would almost always be an internal hardware issue. This is particularly true since the additional description of "...FM mono with static..."
That it is new, then it would be to your advantage to bring this concern to the attention of the seller/dealer.
Alternatively, consult with and/or seek the services of an authorized Service Center since it would be under some form of warranty.
Please click HERE. Key in your City and State, or Zipcode and select "Home Audio product" as the product line then click on the FIND IT button.
On the other hand, if you are are you considering a DIY (do-it-yourself) repair approach, please confirm that you have access to and familiar with a multi-meter and even a soldering iron.
Please post back how you would want to approach this and/or should additional information be needed.