It's the receiver.
Thanks, Clint, for your reply.
I went to Best Buy and asked them to plug the receiver and connect it to a speaker. Same thing, when you bring volume to high enough level, you can hear the tweeter hissing. So I guess it's the Yammy's design. We also plugged it in Monster Power 3500 to see if it's power, no improvement there.
It did not bother me during listening too much, though. It only apparent when volume is in the upper 4th of the volume range.
Thanks, everybody,
-Luce