Sharpe Ratio of an Optimal Risky portfolio

CFA Level II Portfolio Management
#1

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?
And
is there any connection with the Information Ratio and/or excess return alpha?

#2

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.

#3

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