I followed all the steps above indicated by Mihai-Andrei Dinculescu.
But in my case, I needed 1 more step because http OPTIONS was disabled in the Web.Config by the line below.
<remove name="OPTIONSVerbHandler" />
I just removed it from Web.Config (just comment it like below) and Cors works like a charm
<handlers>
<!-- remove name="OPTIONSVerbHandler" / -->
</handlers>