You'll need to open the workbook to refer to it.
Sub Setwbk()
Dim wbk As Workbook
Set wbk = Workbooks.Open("F:\Quarterly Reports\2012 Reports\New Reports\ _
Master Benchmark Data Sheet.xlsx")
End Sub
* Follow Doug's answer if the workbook is already open. For the sake of making this answer as complete as possible, I'm including my comment on his answer:
Why do I have to "set" it?
Set
is how VBA assigns object variables. Since a Range
and a Workbook
/Worksheet
are objects, you must use Set
with these.