Pre-op Pembro + Radiation Therapy in Breast Cancer (P-RAD)

The main purpose of this study is to find out what is the best dose of preoperative RT when combined with pembrolizumab and chemotherapy. The study will assess if combining the RT with the immunotherapy agent, pembrolizumab, will increase the ability of the immune system to destroy cancer cells. The research study procedures include: screening for eligibility and study treatment, including evaluations and follow-up visits. The study aims to assess the effectiveness of pembrolizumab (study drug) with or without RT directed to the breast tumor. Participants will then undergo neoadjuvant chemotherapy with pembrolizumab, followed by treatment that can consist of one or more of the following: * Pembrolizumab (optional, per MD discretion) * Standard of Care Treatment * Breast surgery (lumpectomy or mastectomy) and axillary surgery * Adjuvant radiation to the entire breast or chest wall, plus or minus the lymph nodes after surgery * Adjuvant chemotherapy (optional Capecitabine for TNBC patients) * Hormone therapy Participants will be randomized to 1 of 3 groups. Neither the participant not the research doctor will choose the group that the participant is assigned to. However, the participant will be notified of the group prior to the start of study treatment. Participants will receive study treatment for up to 13 months. Participants will be followed for 2 years after the end of the study treatment. It is expected that a total of 120 people will be participating in total. This research study is a randomized, phase II study. The U.S. Food and Drug Administration (FDA) has not approved pembrolizumab for your specific disease, but it has been approved for other uses. The U.S. Food and Drug Administration (FDA) has approved the chemotherapies being used in this study (Paclitaxel, Doxorubicin, Cyclophosphamide, Carboplatin, Capecitabine).