CPU makes an electric leak like sound

Have not heard the sound yet but I am very certain that the 'CPU' -- as in the processor chip -- does not make any sound.
If it 'sizzled' it would burn out and die; but, before that it would trip the power and shutdown.

The only other occasional sound that comes to mind is the one from some hard-disks.
Note that high processor activity is usually coupled with high disk activity.

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Update: Ok, I got curious about this 'CPU Whine' descriptions mentioned by Arjan & Marcin.
Seems like there is a specific case with processors that support power management.
It is described to some extent in this Dell Tech Support article. _{Journal ID: 10019BMDJ8, Article ID: 295216}

In certain situations, an intermittent, high-frequency buzzing noise may be heard from the system. It appears to change with processor activity and can increase in frequency if USB devices are attached.

This buzzing noise is apparent to some degree on all laptops but is perceived as abnormal because it is different from the other more familiar noises the computer makes.

The noise has been isolated to the processor’s power circuit and is only audible when the processor is in C3 (clock-stopped) power state. In this state, the computer is in a low-power mode designed to reduce chassis heat and extend the battery life. The changes to the components in the processor's power circuit are caused by a phenomenon referred to as the Piezoelectric Effect. When a specific voltage is applied to these components, they begin to resonate producing sounds that fall within the range of human hearing (15 – 20 KHz).

The noise is normal and within the acoustic specifications of the computer.

That article then goes on to describe how to disable the C3 clock-stopping as a workaround.

Note: As underscore_d correctly points after 8 years, "Those [10-15 KHz frequencies] are pretty high for humans: they're at the top end of the range of frequencies that a given average adult will be able to hear."
^{(fwiw: I managed to twist my note at that time; writing about Hz and low-frequencies)}