What you are probably trying to describe is coil whine. Normal, not necessarily, but it does happen. It is not harmful though, and the noise can very depending on GPU load or current FPS displayed. Sometimes, not all the time, it could be the PSU that causes it and changing it will reduce or eliminate it. If the noise is annoying you, and it is under warranty, I have heard people RMA the card. But who is to say the new card doesn't do it either or is possibly worse than what you sent in.
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