[vba] Why can't I define my workbook as an object?

It's actually a sensible question. Here's the answer from Excel 2010 help:

"The Workbook object is a member of the Workbooks collection. The Workbooks collection contains all the Workbook objects currently open in Microsoft Excel."

So, since that workbook isn't open - at least I assume it isn't - it can't be set as a workbook object. If it was open you'd just set it like:

Set wbk = workbooks("Master Benchmark Data Sheet.xlsx")