Generally speaking, you should expect the exam to include problems similar to those that appeared in the homework assignments.
More specifically, you should be prepared to solve problems of the following types:
For a unary operator (such as MAX), typically this is done by showing that an FA that accepts L can be (algorithmically) modified to become an FA that accepts op(L). For a binary operator, typically this is done by showing that an FA accepting L1 op L2 can be built using FA's that accept L1 and L2.
For some operators, a construction based upon regular expressions (or right-linear grammars) could work better.