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Preheat the oven to 450 degrees.
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Rub the tenderloin with olive oil and then sprinkle with salt and pepper.
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Roast the tenderloin for 15 minutes and then turn the oven down to 350 degrees and roast for another 25 minutes (the tenderloin will be medium rare).
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Take it out of the oven and let it rest for 20 minutes. When you are ready to serve dinner, slice the tenderloin to your desired thickness and serve room temperature.