  This paper studies the properties of the optimal portfolio-consumption
strategies in a {finite horizon} robust utility maximization framework with
different borrowing and lending rates. In particular, we allow for constraints
on both investment and consumption strategies, and model uncertainty on both
drift and volatility. With the help of explicit solutions, we quantify the
impacts of uncertain market parameters, portfolio-consumption constraints and
borrowing costs on the optimal strategies and their time monotone properties.
