Step 1: Preheat oven to 350°F.
Step 2: Trim fat from tenderloin, discard and set tenderloin aside.
Step 3: Combine capers, rosemary and black pepper in a small bowl and then rub rosemary mixture over tenderloin and then place tenderloin in a shallow roasting pan and pour water and lemon juice over tenderloin.
Step 4: Bake, uncovered, 1 hour or until thermometer inserted in thickest park of tenderloin registers 170°F.
Step 5: Remove from oven cover with aluminium foil and allow to stand for 10 minutes before serving.
Step 6: Garnish as desired.
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