II. To evaluate PD-L1 expression through immunohistochemistry assay. III. To evaluate the effect of treatment-related side effects that may have an impact on the health-related domains of quality of life (QOL) using the Functional Assessment of Cancer Therapy (FACT)-Biological Response Modifiers (BRM), European Quality of Life Five Dimension Three Level Scale (EQ-5D-3L), and Functional Assessment of Chronic Illness Therapy Diarrhea (FACIT-D) between patients treated with physician/patient choice of either high-dose interferon alfa-2b or ipilimumab and MK-3475 (pembrolizumab).