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: