How did Jay Gatsby get all of his money in The Great Gatsby?

Like all
good novels,  contains elements of mystery. This is the case with 's
fortune. He throws elaborate parties and impresses everyone, but no one really knows where this
man came from and how he made his money. What makes Gatsby's wealth even more elusive is that he
never says how he made his money. When someone asked him, he simply said that was his business.
Here is the text:

I think he hardly knew what he was
saying, for when I asked him what business he was in he answered €˜Thats my affair, before he
realized that it wasnt the appropriate reply.

That...