Gradient’s parameters:

Make a copy of the new made layer and select the Free Transform option to turn it over and make it smaller. Make it look exactly the way it is shown below:

Using the Ellipse Tool (U) try to draw an ellipse and then press the Alt button to cut out the unnecessary elements with the same instrument. Press again the Alt button and apply the Rectangle Tool (U) to cut out a little the sector’s edges.

Fill 0% on the layers.
Blending Options-Drop Shadow

Blending Options-Gradient Overlay

Gradient’s parameters: