Insert a level o in the existing data frame such that 4 columns are grouped as one

I want to do multiindexing for my data frame such that MAE,MSE,RMSE,MPE are grouped together and given a new index level. Similarly the rest of the four should be grouped together in the same level but different name

> mux3 = pd.MultiIndex.from_product([list('ABCD'),list('1234')],
> names=['one','two'])###dummy data 
>     df3 = pd.DataFrame(np.random.choice(10, (3, len(mux))), columns=mux3) #### dummy data frame
>     print(df3) #intended output required for the data frame in the picture given below

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