Preheat oven to 500 degrees. Pat the fillet dry and season with salt and pepper. In an oiled roasting pan roast fillet in middle of oven until a meat thermometer registers 130 degrees. for medium-rare meat, 20 to 25 minutes, and let cool to room temperature. Slice fillet thin. Fillet may be roasted 2 days ahead and chilled, wrapped well.
Recipe courtesy of Gourmet Magazine