Q: When connecting a second monitor using HDMI and a thunderbolt adaptor, I lose all sound.  Any suggestions?

I am running a four year old iMac, which I have just reset to its original Mountain Lion configuration.  I, first upgraded to OS X 10.11.6, then I reloaded my apps.  I have added a second monitor using an HDMI cable and thunderbolt adaptor.  I lose all sound.  Does anyone have any idea of how to attack this problem short of using a VGA connection?

Thanks