def merge_unique(a: list, b: list) -> set:
    """
    merges all of the unique values of each list into a new set

    >>> merge_unique([1, 2, 3], [3, 4, 5])
    {1, 2, 3, 4, 5}

    """
    ret = set()
    a.extend(b)
    for element in a:
        ret.add(element)
    return ret