The mean variance port folio theory is based on a set of k available risky asset, for example bonds, stocks mutual funds, and derivatives, which rate of return and variance covariance matrix are estimated. The traditional method to maximize an objection function of this problem is computationally troublesome. On this paper the Monte Carlo Method is used to illustrate the Makowitz curve and efficient frontier by generating 10000 portfolio scatter plot. The histogram of objective function is created, and efficient port folios are delineated. The numerical solutions of portfolio optimization are obtained by iterative converged methodology.