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I'd say the most likley reason is a failed or failing wheel bearing as these are loaded up when cornering , if you jack the car up so the wheels are off the ground and try wiggling the wheel from top to bottom and from side to side there should be no slack in either direction
if this checks out then check the condition of the brake pads for excessive wear and / or binding up
for it to rub and produce a noise then it must be the result of two surfaces touching, hence my thoughts about it being the wheel bearing or possibly the brakes binding up - hence my suggestion of inspecting the brake pads for excessive wear
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