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SHARE-BASED PAYMENTS (Black-Scholes Option Pricing for Stock Options) (Details)	12 Months Ended
	May 26, 2013	May 27, 2012	May 29, 2011
Weighted average Black-Scholes assumptions for stock options granted
Expected volatility (%)	22.95%	22.89%	22.83%
Dividend yield (%)	3.77%	3.97%	3.51%
Risk-free interest rates (%)	0.57%	1.38%	1.72%
Expected life of stock option (years)	4 years 9 months 18 days	4 years 9 months	4 years 9 months 26 days

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.

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