Pilot reported receiving clearance to descend to an altitude which was below MVA and near an obstruction. ATC vectored the aircraft away from the obstruction and the flight continued to destination.

Narrative

I was the pilot flying from ZZZ to CGI. On the descent into CGI we were given instructions to descend out of our assigned cruising altitude of FL280 down to FL240. After reaching FL240 we were instructed to descend at pilots discretion down to 6000 feet. Just prior to reaching 6000 feet the ATC controller instructed us to descend down to 3000 feet. As the First Officer and (PF) pilot flying; I read back to the controller the instructions heard to descend to 3000 feet; at which time I dialed in the altitude of 3000 feet in the aircraft's altitude selector which was heard and verified by the PIC/(PM) pilot monitoring who acknowledged 3000 feet. We were assigned the RNAV GPS 28 to runway 28 into CGI and were instructed to go direct to FISAV which is the initial FIX for the RNAV GPS to runway 28 into CGI. Shortly after reaching 3000 feet we were queried by the ATC controller to verify our assigned altitude. The PIC/(PM) pilot monitoring heard and verified 3000 feet; at which time we were given vectors by the controller stating that there some antennas to our right at 3100 feet. The controller gave us the vectors around them. After about a minute or so we were advised to proceed direct FISAV. Once we reached the inbound course on the RNAV GPS 28 we were cleared for the visual approach to runway 28. We completed the approach; landed and taxied to the ramp. After disembarking the passengers and shutting down the aircraft; the PIC/(PM) spoke to Memphis Center. He asked the PIC/(PM) to verify our last assigned altitude of 3000 feet; at which time the PIC/(PM) said that was correct. The controller told the PIC/(PM) that we possibly had an altitude deviation because the lowest altitude that could be assigned for that area was 3500 feet because of the antennas in the area. The controller stated to the PIC/(PM) that they had received a low altitude alert.