Diagnosis/Condition for Entry into the Trial Phase 1 - Presence of histologically confirmed
        malignancy that has progressed following at least one therapy and able to be visualized on
        imaging. Measurable disease is not required. Patients with known targetable mutations must
        have progressive disease on the appropriated targeted drug therapy.

        Phase 2 - Presence of MRP colon cancer that has progressed following at least two lines of
        therapy. Ten patients will be included who have disease that can be biopsied pre- and
        post-therapy.

        Inclusion Criteria:

          -  Be willing and able to provide written informed consent for the trial

          -  Have measurable disease based on RECIST 1.1 (Phase 2)

          -  Be willing to provide tissue from a newly obtained core or excisional biopsy of a
             tumor lesion

          -  Have a performance status of 0 or 1 on the ECOG Performance Scale

          -  Have adequate organ function, according to screening labs performed within 10 days of
             treatment initiation

          -  Subjects of childbearing potential must be willing to use an adequate method of
             contraception for the course of the study through 120 days after the last dose of
             study medication

        Exclusion Criteria:

          -  Currently participating/previously participated in a therapeutic study and received
             study therapy or used an investigational device within 4 weeks of the first dose of
             treatment

          -  Has a diagnosis of immunodeficiency or is receiving systemic steroid therapy or any
             other form of immunosuppressive therapy within 7 days prior to the first dose of trial
             treatment

          -  Has a known history of active TB (Bacillus Tuberculosis)

          -  Hypersensitivity to pembrolizumab or any of its excipients

          -  Has a known additional malignancy that is progressing or requires active treatment.
             Exceptions include basal cell carcinoma of the skin or squamous cell carcinoma of the
             skin that has undergone potentially curative therapy or in situ cervical cancer

          -  Has received prior therapy with an anti-PD-1, anti-PD-L1, or anti-PD-L2 agent

          -  Has a known history of Human Immunodeficiency Virus (HIV) (HIV 1/2 antibodies), active
             Hepatitis B (e.g., HBsAg reactive) or Hepatitis C (e.g., HCV RNA [qualitative] is
             detected).

          -  Has known active central nervous system (CNS) metastases and/or carcinomatous
             meningitis.

          -  Has active autoimmune disease that has required systemic treatment in the past 2 years