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The assumptions used in the Black-Scholes pricing model for the period ended March 31, 2021 is set forth in the following table: (Details)
3 Months Ended
Mar. 31, 2021
Equity:  
Weighted average expected stock-price volatility 25.00%
Weighted average expected option life 5 years
Weighted average risk-free interest rate 0.40%
Weighted average dividend yield 1.60%