Preheat oven to 425 degrees F. The tenderloin will have one end that is smaller and thinner than the rest. Tuck 6 inches of this end under the rest of the loin. Tie the tenderloin at 2 inch intervals with kitchen string to keep its shape.
Place on a rack in roasting pan. In a small bowl, combine oil, pepper, marjoram, and salt and blend well. Rub this mixture into the beef. Place meat thermometer in thickest section of beef.
Roast at 425 degrees F for 40-50 minutes until thermometer reads 140 degrees F minimum. Remove from oven and cover beef tightly with foil. Let stand, covered with foil, for 15 minutes. The temperature will rise about 5 degrees F during this time and the juices will redistribute. Remove string and meat thermometer; then carve beef. Serve with Horseradish Sauce. Serves 6
