Place the meat on a rack in a clay or stoneware baking dish. Sprinkle with salt, pepper, and paprika. Add about 1/2 cup water to the bottom of the roasting dish (water should not touch the rack). Roast in a pre-heated 425o oven for 25 to 35 minutes for medium rare. Allow the meat to rest for 15 minutes before carving. Serve with Madeira Sauce.

Make It Ahead: Time your menu so that the tenderloin comes out of the oven 15 to 20 minutes before serving. Cover with foil and allow to stand in a warm place. Heat the Madeira Sauce and serve over the sliced meat on warmed plates.

Serving Suggestion: For a rich meal, first serve the Wild Mushroom Soup or Wild Mushroom Risotto, followed by the Tenderloin. For lighter fare, begin your menu with Egg Ribbon Soup.