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Key Assumptions as part of the Black-Scholes Option Pricing Model (Detail)	6 Months Ended
	Jun. 30, 2011
Stock Option
Expected term (in years)	6.00
Risk-free interest rate	2.64%
Expected volatility	58.08%
SARs
Expected term (in years)	6.00
Risk-free interest rate	2.67%
Expected volatility	58.20%

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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