The answer above may have worked in Exchange 2010 but wreaks havoc in OWA on 2016. OWA in Exchange 2016 likes to use resources loaded from microsoft.com and sharepoint.com (as well as the data: protocol). Also as it is above, the setting won't load any external images when browsing email in OWA.
The setting below has worked well for me in Exchange 2016.
default-src 'self' https://*.microsoft.com https://*.sharepointonline.com data: 'unsafe-inline'; script-src 'self' https://*.microsoft.com https://*.sharepointonline.com 'unsafe-inline' 'unsafe-eval'; img-src data: https:;