Has it always done it? If so possibly coil whine from a capacitor, doesnt mean anything is broken if its always done it. What make and model is the PSU
If it just started out of nowhere I'd be a little more concerned, possibly return the unit in that case.
The ethernet cable is weird, but sometimes electronics do weird stuff so I can believe it.
Check on Youtube for 'coil whine' to see if any of the example sounds there match, I've had graphics cards do it, but sometimes when the components wear in it quietens down.