Nokia developers page are for you if you want 100% right specs. It's specification list made by Nokia for developers for each device. SoC might have FM transceiver but it's not on the specification list.
Device Details -- Nokia Lumia 920
I doubt there will be FM radio. FM radio support on smartphone is dying. Nokia has actually kept it going on Symbian phones but masses don't seem to want it.
It is possible that like on N9 either 3rd party or/and Nokia made software for FM radio, but again somehow i doubt this scenario to happen on Windows Phone platform compared to the open MeeGo on N9.
Does any of the other Windows Phone 8 devices have FM radio? if non of them have it then it's quite clear there wont be one on Lumia 920 as they are all more or less identical on the SoC level., same OS.