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Mix first 7 ingredients in small bowl. Place shrimp in large resealable plastic bag or glass dish. Add marinade; toss to coat.
Refrigerate 15 minutes. Remove shrimp from marinade. Discard any remaining marinade. Alternately thread shrimp and vegetables onto skewers.
Broil or grill over medium heat 7 to 8 minutes until shrimp turn pink and vegetables are tender-crisp, turning occasionally.