Rehearsals for “Marilyn: The Musical” get underway; Eileen (Angelica Huston) finds a way to finance the show; and Karen (Katherine McPhee) receives help from an unusual source. The title, “The Cost of Art,” seems to have quite a few meanings relative to the episode—the literal cost of the painting Eileen has to sell, the emotional toll selling the painting to finance the musical takes, and the lengths to which the actors, director and producer will go to make a musical great.