Frederik and Mary are staying on a 54-meter yacht that costs 1.5 million kroner per week, according to this article:
Frederik og Mary: Yacht til 1,5 mio. kr. om ugen - MSN Starlounge
There are five luxurious cabins, and the yacht can hold up to 14 guests. There is a 9 person crew on board. The yacht also has satellite tv, wi-fi, a teppanyaki grill, and a jacuzzi. It is owned by the Vibe-Peterson family.