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Note 7. Stock-Based Awards (Detail) - Black-Scholes Valuation Assumptions	1 Months Ended					3 Months Ended
	Sep. 30, 2011	Dec. 31, 2010	Jun. 30, 2010	Mar. 31, 2010	Nov. 30, 2009	Jun. 30, 2012	Jun. 30, 2011
Risk-free interest rate	0.96%	1.56%	1.58%	2.36%	2.31%	1.13%	2.02%
Expected life (in years)	5 years	3 years 328 days	4 years 135 days	4 years 226 days	5 years	6 years 255 days	7 years 36 days
Expected volatility	86.00%	91.00%	93.00%	91.00%	89.00%	83.00%	85.00%

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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