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Milk is made up of about 87% water and 13% solids, such as fat and various proteins.  Chief among these proteins is something called casein, four types of which make up about 80% of the proteins in milk.  The casein protein micelles are typically suspended somewhat uniformly throughout the milk and are spherical, about a micrometer across.  The reason they are typically somewhat uniformly suspended in the liquid is because kappa-casein molecules have a negative electrical charge, so they repel each other.