XML 28 R67.htm IDEA: XBRL DOCUMENT

Share-Based Compensation (Black-Scholes Pricing Model Assumptions) (Details) (USD $)	3 Months Ended
	Mar. 31, 2013
Assumptions of Black-Scholes option pricing model
Expected dividend yield	3.50%
Risk-free interest rate	1.34%
Expected stock price volatility	42.10%
Expected life of options - in years	7 years 0 months 0 days
Weighted average per share fair value	$ 7.40

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