We investigate collective excitations of a harmonically trapped two-dimensional Fermi gas from the collisionless (zero sound) to the hydrodynamic (first sound) regime. The breathing mode, which is sensitive to the equation of state, is observed with an undamped amplitude at a frequency 2 times the dipole mode frequency for a large range of interaction strengths and different temperatures. This provides evidence for a dynamical SO(2,1) scaling symmetry of the two-dimensional Fermi gas. Moreover, we investigate the quadrupole mode to measure the shear viscosity of the two-dimensional gas and study its temperature dependence.