Prevoius seller collected first and last month's rent

[Ray Yeung]

I purchased a rental property 3 years ago. Now, the tenant has moved out. He said he paid first and last month's rent when he initially moved in and is demanding the last month rent back since he doubled paid. 

When I bought the property, there was no mention that the last month's was already collected. That amount was never adjusted for during closing.

What should I do in this situation?