bpo-16781: In 'exec' doc, add 'nonlocal' to 'yield' and 'return' (GH-2446)

These 3 statements cannot be used at module scope -- nor in exec with one namespace.
(cherry picked from commit 0ec57e25c9)

Co-authored-by: Terry Jan Reedy <tjreedy@udel.edu>

Co-authored-by: Terry Jan Reedy <tjreedy@udel.edu>

Doc/library/functions.rst

@@ -508,7 +508,8 @@ are always available.  They are listed here in alphabetical order.
    occurs). [#]_ If it is a code object, it is simply executed.  In all cases,
    the code that's executed is expected to be valid as file input (see the
    section "File input" in the Reference Manual). Be aware that the
-   :keyword:`return` and :keyword:`yield` statements may not be used outside of
+   :keyword:`nonlocal`, :keyword:`yield`,  and :keyword:`return`
+   statements may not be used outside of
    function definitions even within the context of code passed to the
    :func:`exec` function. The return value is ``None``.