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")