Given a risk free rate (T-Bill rate), we can construct portfolios by combining the risk free asset and any portfolios on the Efficient Frontier. All the possible combinations are represented by a line connecting the risk free rate and the risky portfolio on the frontier. However, there is only one such line that offers the highest return given a risk. This is the line tangent to the Efficient Frontier. The risky portfolio that lies both on the line and the frontier is called the Optimal Portfolio. Therefore, we can find the Optimal Portfolio by finding the line that has the highest slope, which is the Sharpe Ratio.