Creat my Own Private MQTT Broker On Azure Event Grid

Hi, i am a college student , and i want to make My Own Private MQTT Broker in Azure. After finding out more about Azure, he said that in Azure there is an Azure Event Grid which can create a Private MQTT BROKER. Is it true that in Azure Event Grid you can create a Private MQTT Broker? Or there are other services in Azure that can create a Private MQTT Broker. 

Because later I will use this Private MQTT Broker as a Broker for Internet of Things experiments on my campus.