1. We know that you were in town on the might of the crime
....
2. They think that your father was a spy in the World Was II
=>Your father is thought to have been a spy......
3. We belive that he has special knowledge which may be useful to the police
=>He is believed to be useful.....
4. You need't have done this
This isn't needed have done

1.you are known to be in town on the night of the crime
2.your father is thought to have been a spy in the World Was II
3.He is believed to have special knowledge which may be useful to the police.
4.this needn't have been done