CML slope vs. SML slope

The formula for the slope of the CML is (expected return market - risk free rate)/standard dev. market. So we divide it by a measure of risk. In the SML the slope is just (expected return market portfolio - risk free rate), without dividing it by some measure of risk. I cannot grasp this difference… Could anyone help me on this?

http://pages.stern.nyu.edu/~ashapiro/courses/B01.231103/FFL09.pdf

Thanks