How does Gatsby reply when Nick asks him how he makes his money?

I think that the answer you are looking for is in Chapter 5.  It comes just before Nick and Daisy and Gatsby go over to show Daisy around Gatsby's house.

Nick asks Gatsby how he made his money -- what business he was in.  Gatsby basically tells Nick that it is none of his business and that he should butt out.  Then he realizes that that was a rude thing to say and he backs off and says that he was in a bunch of different businesses.

I think he hardly knew what he was saying, for when I asked him what business he was in he answered, “That’s my affair,” before he realized that it wasn’t the appropriate reply.

“Oh, I’ve been in several things,” he corrected himself.