Creating a new workbook with a macro in it

Can I write a macro that creates a new workbook (using "Workbooks.Add") and then adds a macro to that new workbook?
My target is creating a workbook with a CommandButton in it. The commandButton is to execute a macro that belongs to the CommandButton's workbook, and not a macro that is on another workbook.
I know I can assign the CommandButton with
"'<workbook name>'!<macro name>"
but I want the macro assigned to the CommandButton to be created in the new workbook.

Two points on this;
One, it is possible (although I havent got it to work) to have a
macro create another macro in another workbook, but that is a
great security risk. Excel needs to "Trust access to Visual Basic
Project" and also it wouldn't hurt to create a "Trusted Certificate"
so you could be a trusted source. This macro creating another
macro in another workbook has always crashed my Excel. You may be better off doing the second point.

Two, create a CommandBarButton and save the code in
PERSONAL.XLS or create an Add-In and save the code in an .xla
file. the problem with either of these two approaches is that you
will have to filter out workbooks that are not supposed to be able
to apply the macro to (if any) or have access of.

Why are you opposed to referencing another workbook for the
macro code storage?

HTH