Constructing an optimized stock portfolio is pivotal in achieving enhanced returns with managed risks. Utilizing data from 2022, the study employed the mean-variance model to determine the optimal allocations for five prominent stocks: Intel (INTC), Johnson & Johnson (JNJ), Coca-Cola (KO), Netflix (NFLX), and Procter & Gamble (PG). In the formulations of both maximum Sharpe ratio and minimum variance portfolios, the stocks with the predominant allocations are NFLX and PG, with respective weights of 47.04% and 45.89% for the former, and 58.05% and 29.61% for the latter. Upon establishing these weightings, the cumulative returns for 2023 were calculated, revealing that the constructed portfolios notably outperformed the broader stock market. This research underscores two key observations: firstly, the NFLX and PG stocks emerge as cornerstones in the optimal portfolio composition; and secondly, these allocations, when evaluated with 2023 data, underscore their efficacy. Robustness checks, which expanded the asset pool, further validated these findings. Ultimately, this study serves as a valuable guide for investors in the financial market, presenting a structured blueprint for effective portfolio assembly.