In "The Cost of Art", the song is performed first by Ivy Lynn (Megan Hilty) in the rehearsal room.
In the first episode, the song is performed by characters Karen Cartwright (Katharine McPhee) and Ivy Lynn (Megan Hilty) as they each prepare for and then audition for the role of Marilyn in front the production team.
In the episode, Ivy Lynn (Megan Hilty) performs this baseball number, choreographed by director and choreographer Derek Wills (Jack Davenport), with a male ensemble in front of producer Eileen Rand (Anjelica Huston), Derek, Tom and Julia as an audition for Derek to see if Tom and Julia want to work with him.
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Karen (Katharine McPhee) performs at a government party; tensions between Michael (guest star Will Chase) and Julia (Debra Messing) increase; Eileen (Anjelica Huston) becomes associated with Ellis (Jamie Cepero); Ivy's (Megan Hilty) romantic relationship with Derek (Jack Davenport) hits a bump in the road.
As Ivy Lynn (Megan Hilty) and Karen Cartwright (Katharine McPhee) both attempt to please Derek Wills (Jack Davenport) in order to win the role of Marilyn, Julia Houston (Debra Messing) and her husband Frank (Brian d'Arcy James) become frustrated by the process of their international adoption and Eileen's (Anjelica Huston) acrimonious divorce complicates her attempt to finance the musical.
Eileen Rand (Anjelica Huston) gets together with her publicist Agnes (Daphne Rubin-Vega) and Tom, Ivy Lynn (Megan Hilty and Ivy's mom Leigh Conroy (Bernadette Peters) to plan strategy for a Tony nominations campaign for Bombshell.