XML 95 R91.htm IDEA: XBRL DOCUMENT

Note 15. Stock-Based Compensation (Detail) - Black-Scholes Option-Pricing Model	12 Months Ended
	Aug. 31, 2012	Aug. 31, 2011	Aug. 31, 2010
Risk-free interest rate	0.94%	2.13%	2.54%
Expected life (years)	5 years 156 days	5 years 156 days	5 years 156 days
Expected volatility	33.60%	31.10%	35.40%
Dividend yield	1.11%	1.18%	1.42%

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

+ References+ Details