You'd be amazed at what people will pay for something exotic. There's no way I'd spend a five-figure sum on a horse, even if I could afford it. I understand they're superior athletes, but quality Thoroughbreds can do the same thing for a fraction of the price. It's a lot like John Deere tractors; you're paying for the name.
You could buy a house, a truck, a trailer, and a good horse for the price of one Grand Prix stallion. I don't know... it seems like an obvious choice to me.