Sharpe Ratio of an Optimal Risky portfolio

I have already computed the optimal risky portfolio
Sp> Sa> Sm

Why the Sharpe Ratio of an optimal risky portfolio has to be greater than the active portfolio Sharpe ratio as well as the market index portfolio Sharpe ratio?
is there any connection with the Information Ratio and/or excess return alpha?

When the sharpe ratio of risky portfolio reaches the maximum, it indicates that the optimal investment portfolio has been constructed.At this point, the equation that SPp2=SPm2+IR2 must be true,and Sp> Sa> Sm.

but I am just wondering why Sp> Sa> Sm this relationship happens