How to copy drop down list in Excel to another workbook

Within Excel how do I move or copy a sheet with multiple drop down lists from one workbook to another? When I try using the Move or Copy feature, the values in the various drop down lists do not carry forward.

I have tried coping the data validation source from the original spreadsheet [='Picklist Create Ren Mths'!$A$2:$A$13] to the newly created one and this is the message I am receiving:

This type of reference cannot be used in a Data Validation formula. Change the reference to a single cell, or use the reference with a worksheet function, such as =SUM[A1:E5].