A show such as the McCarthy exhibition presents budget challenges. For example, the costs of shipping and installing the large works are very high. As af Petersens explains, "Just for Bossy Burger (1991), which is not one of McCarthy's biggest installations anymore, the crates alone will fill up a huge space that we don't even have. We need to bring in the works, not all at the same time, and ship out the crates to a rented storage somewhere. All of that will be very expensive."

According to af Petersens, Moderna Museet has not had to make any restrictions on what to include in the show because of budget issues. The only works that have been omitted are works that simply don't fit in the museum because of the ceiling heights, including some of McCarthy's inflatables.

Funding for this show will not come from sponsors. Because of the provocative content of many of McCarthy's work, it has been difficult to find corporate sponsorship. Funding will instead partly come from profits from lucrative prior exhibitions at the museum, and from the venues to which the exhibition will tour. Contributions might also come from individuals and friends of the museum.

Since reopening in 2004, admission to Moderna Museet's permanent collections has been free to public. However, the museum does charge admission for certain temporary exhibitions. Moderna Museet has decided not to charge admission for the McCarthy retrospective in order to encourage greater attendance by the public.

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