XML 33 R62.htm IDEA: XBRL DOCUMENT

Stock Plans (Schedule of estimated fair value of stock options granted and the assumptions used for the Black-Scholes option-pricing model) (Details) (USD $)	9 Months Ended
	Feb. 24, 2013	Feb. 26, 2012
Stock Plans [Abstract]
Estimated fair values of stock options granted	$ 3.65	$ 5.88
Assumptions:
Risk-free interest rate	1.60%	2.90%
Expected term	9 years 0 months	8 years 6 months
Expected volatility	17.30%	17.60%
Dividend yield	3.50%	3.30%

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