The article discusses how to build a profitable investment portfolio using the Mean Variance Portfolio Theory. By analyzing five different stocks, the researchers found that a portfolio with equal weights had a higher return than risk. Tesla was identified as a volatile but high-yielding stock. Using Monte-Carlo concepts, they determined the efficient frontier for optimal portfolio construction. The study concluded that choosing a portfolio with the highest Sharpe ratio is the best strategy for maximizing returns relative to risk. This research provides valuable insights into asset allocation theory and offers practical guidelines for constructing an optimal investment portfolio.