Clean up city names in spreadsheet

My dataset has city names in all caps (e.g. SAN FRANCISCO). How can I clean up city names so they have proper capitalization with the first letter of each word capitalized and the rest in lower case?

You can use the PROPER function to clean up names of places, people, organizations, and other proper nouns.

The PROPER function capitalizes the first letter in a text string and any other letters that follow any character other than a letter. All other letters are converted to lowercase. The PROPER function is an easy way to clean up proper nouns in your spreadsheet.