A U.S. Navy jet headed from Tennessee to Florida two days ago crashed in northern Georgia, killing all four people on board, authorities said on Thursday. An investigation was under way after the wreckage of the Navy Sabreliner T-39 jet was found in Walker County in northwest Georgia late on Wednesday following a daylong search, an aide with the Georgia State Patrol said. Harry White, a spokesman at Naval Air Station in Pensacola, Florida, said the jet was making a round-trip flight from Pensacola to Chattanooga, Tennessee, as part of a routine training mission. White said radar contact was lost with the craft on Tuesday shortly after it took off from Tennessee to return to Florida. A civilian contract pilot, Navy instructor, Navy student and U.S. Air Force student were killed in the crash, he added.