Some observations I made is for $\frac{a}{b}+\frac{b}{a}$, is either:
the denominator has to be one,
the numerator has to be a multiple of the denominator or
the numerator and denominator have to be the same.
Obviously, with the given conditions case 3 is eliminated since $a \neq b$.
For case 1, if $b=1$, then $a=1$ which is a contradiction to the given condition that says $a \neq b$.
For case 2, I would think of examples. For example if $b=2$ then a multiple is $4$, so $a=4$. Then we have:
$$\frac{a}{b}+\frac{b}{a}=\frac{4}{2}+\frac{2}{4}=\frac{10}{4}$$
which is not an integer, but how would i proceed to show this case for all integers.