You have already created an activity, now you want to create events from this very activity on two different calendars. You just need to import the activity instead of creating it again. Make sure you have at least two calendars and one activity before doing the following:

• Click on the add button in the Activities area
• A dialog let you choose between creating a brand new activity or import an existing one: click on “Import” button
• Select the calendar where the activity to import is and then select the desired activity
• Then, click on the dialog OK button

Now, when you switch between those calendars, you can notice that both have the desired activity in their activitiy list.