I assume that you've checked permissions up the directory tree to make sure that the WeBWorK webserver has appropriate access to those.
Does this occur for all problems in the course? If you clear the tmp directory webwork2/courses/physics_1401/html/tmp/gif/ of all temporary image files does the problem continue? And is the file in question present in that directory? Finally for those files there which are links, what are the permissions on the linked files (and the directory structure above them)?
Gavin