I don't think there is a percentage loss of 40~50% as given by the answer above. If this were the case, high tension long distance power transmission would not achieve its purpose.
I don't have any figure for Hong Kong. But the distance over which power is transmitted here is comparatively short, as we have power plants located locally. In the United States, for example, electrical power may transmit, through high tension overhead cables, to several thousands of miles. The transmission and distribution losses were reported to be 6.6% in 1997 and 6.5% in 2007.
The precentage loss would be much lower in Hong Kong given the short transmission distance.
You may refer to the following web-page. Please read the paragraph under "Losses":
http://en.wikipedia.org/wiki/Electric_power_transmission