I'm not totally positive if this will work for you. Rather than selecting the cells you want, such as A1 to Z22 copy the entire page by clicking the corner triangle and then do your Ctrl + C or Copy of the worksheet. Then open a new Excel and complete the appropriate paste.

When I kept the Source formatting everything came over with formula's except the background my sheet contained. I believe you will need to copy multiple worksheets individually as a Group selection does not work, at least not for me.