Is it safe to have a pet sleep in the same room as a new born ?

The general recommendation from safety organizations would be to not have pets sleeping in same room as a baby, especially if unsupervised.
There is always a risk of some pets who may get into sleep environment with a baby & cover their head/face.
It is generally recommended that babies are always supervised when around pets.

While Red Nose does not have any specific risk information about pets & infants, we do recommend always keeoing baby’s head & face uncovered.
https://rednose.org.au/article/what-do-the-safe-sleep-recommendations-mean

You could check with Organizations like Raising Children Network & Kidsafe for further information about safety of pets & baby.