NEW YORK'S Democratic Governor William Averell Harriman, 66, is another multimillionaire who took the high road to politics. His famed father, E. H. Harriman, a onetime messenger boy, parlayed imagination and aggressiveness into a $5 billion empire (Union Pacific Railroad, Wells-Fargo Express Co., etc.), died in 1909, and left about $100 million to his wife and five children. Averell grew up at the zoo-room family mansion located on 20,000 acres near Arden, N.Y., learned to ride, shoot, swim, row, and play polo, prepped at fashionable Groton (average student), graduated from Yale (B.A. '13),...

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