Place on broiler rack and bake uncovered at 475ºF for 20 minutes
Check internal temperature for desired doneness; if it's ten degrees below how you want your tenderloin, remove it and cover it in foil; allow to rest 10-minutes before slicing. If it's not quite the internal temperature you're looking for, return tenderloin to oven and continue to check the internal temperature every 10-minutes until it's ten degrees below the desired doneness
Horseradish Sauce Instructions
In a medium bowl, combine sour cream, mayonnaise, horseradish and lemon; combine well
Taste for salt and pepper
Place in refrigerator until an hour before the tenderloin is done; serve sauce at room temperature
For best results, start with a clean oven. The high heat often creates a steam that might set off the smoke detector. Don't ask me how I know this.
Make the sauce in advance and refrigerate it until about an hour before you serve the meat; let the sauce sit at room temperature while the meat is cooking
If you want to add additional seasonings or herbs, combine them with the softened butter; slather the mixture over the tenderloin then bake
Remove the tenderloin when it is about 10 degrees shy of the desired "done" temperature.