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Weighted Average Assumptions of Black-Scholes Option-Pricing Model (Detail) (USD $)	3 Months Ended
	Mar. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Risk-free interest rate	0.70%
Expected volatility	44.96%
Expected life (in years)	4 years 29 days
Dividend yield	0.79%
Weighted-average estimated fair value of options granted	$ 22.19

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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