Expiration header not being set?

[Ilan Berkner]

The location snippet below works except the expiration header is not being
set.  The request is made using this kind of URL:

/assets/abcdef/js/my.js

If the JS file is not found in memcached, it gets redirected to static.php
which loads the static file into memory.  Do we need to include the headers
in the file itself as its being loaded from memcached?

location ~ /assets/([a-zA-Z0-9]+)(/.+) {
                expires max;
                set $memcached_key "$1_$2";
                memcached_pass     localhost:11211;
                error_page         404 =200
/libraries/asset_filter/client/static.php?hash=$1&uri=$2;
}

Thanks
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