Use the pen tool.
That would be drawn with the Pen tool, which is far from intuitive to use.
When you use the Pen tool, you click, then drag, and a bezier curve handle is created. The direction of the handle controls the direction of the curve, and the distance you drag controls the steepness.
You might want to google for Pent Tool Tutorials.
Peter meant, "Pen Tool Tutorials"
Yes, he did. Thanks, Steve.