1. Preheat oven to 350°F. Trim fats from tenderloin; discard. Set tenderloin apart.
2. Mix capers, rosemary, and black pepper in small bowl. Rub combination over tenderloin. Place tenderloin in shallow roasting pan. Pour water and lemon juice over tenderloin.
3. Bake, uncovered, about 20 minutes, or till thermometer inserted into thickest a part of tenderloin registers 160°F. Take away from oven; cowl with foil. Permit to face 10 minutes. Minimize evenly into 8 slices earlier than serving. Garnish as desired.