June 16, 1994 12:00 PM

They grew up in a world where there were no uncertainties: Bound by tradition and defined by social ritual, it was the same New York that Edith Wharton had known. Jacqueline and Caroline Lee Bouvier spent winters on Park Avenue and summers in East Hampton; as debs they waltzed through cotillions and dreamed of Europe.

In the beginning, Jackie played the role of bossy big sister to the dainty Lee, who was 3½ years her junior. After their parents divorced in 1940, however, they became affectionate allies. True, a hint of rivalry lingered—the First Lady was ruffled when designers declared in 1962 that Lee was better dressed—but as adults they shared both triumph and tragedy. An unofficial lady-in-waiting, Lee accompanied Jackie on her 1962 tour of India and Pakistan; clad in sheaths and high heels, the two rode a camel in Karachi. Thrice wed herself (to publishing heir Michael Canfield; to Prince Stanislas Radziwill, father of Anthony, 34, and Anna, 33; and, since 1988, to director Herb Ross), Lee comforted Jackie during rocky spots in her marriage to JFK; in 1963, she joined the First Lady (who had just lost son Patrick) on an Aegean cruise on Aristotle Onassis’s yacht. She slept with her in the Kennedys’ White House bedroom after Jack was shot and later encouraged Jackie to buy an apartment near hers on Fifth Avenue. “Nothing could ever come between us,” Jackie once said of Lee. And, until May 19, 1994, nothing did.

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