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Black-Scholes Valuation Model Assumptions Used to Estimate Fair Value of Stock Options Granted (Detail)	12 Months Ended
	Dec. 31, 2011
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Expected dividend yield at date of grant	5.09%
Expected stock price volatility	56.60%
Risk-free interest rate	2.57%
Expected life of options (in years)	6 years 6 months

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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