For the same reason any company sponsors anything?? Advertising. Golf has a skewed fan-base towards the moderately affluent / wealthy. So they get their name out their to ideal clients.

 

Rich people play golf. Rich people own businesses and have lots of money. GS has divisions that serve both rich people and institutions. Also helped with general brand recognition for GS's push to serve the masses with Marcus. Same reason why HSBC is huge in golf/tennis/rugby sponsorship and UBS in F1/Hockey/local Swiss events.

 

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