The main purpose of this study is to determine the dose of poly-ICLC that is safe and
tolerable when it is combined with pembrolizumab in patients with colon cancer. This study
will also evaluate how the combination of pembrolizumab and poly-ICLC activates the immune
system in the patient's blood and inside the tumor; how it affects the size and number of
tumor(s) in each patient; and how effective the combination is in patients with colon cancer
that is unlikely to respond to pembrolizumab alone.