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It sounds like coil whine, it is likely coming from one of your Motherboard VRMS that sits near the CPU, it's normal and nothing to worry about. You may find that over time, the noise will decrease as components bed in.
Some mobos models make this coil whine sound when all PC power savings options are not enable. You should check with your mobo maker as they might have a newer BIOS that can resolve the issue. In any case it won't hurt your PC but it can be annoying.