Sharpe ratio highest amongst efficient portfolios?

I have a hard time understanding why the sharpe ratio corrresponding to the efficient portfolios is the highest possible.

In my book, it states that the sharpe ratio of the efficient portfolios is the slope of the CML, and so if a portfolio had a higher sharpe ratio, it would lie on a line "steeper" than the CML, and then that would be efficient $\Longrightarrow$ contradiction.

But WHY would it lie on the steeper line? What formula proves this (intuitively reasonable) argument?