Its structure is The structure suggests a highly non-polar nature indicating that it should be reasonably insoluble in aqueous solution. Thus we expect it to be not soluble in plasma. This comes about because cholesterol does not occur alone in plasma. It is always associated with lipoproteins. Lipoproteins are proteins carrying lipids.
Cholesterol is one of the lipids.
Lipoproteins are actually aggregrates. The term hyperlipidemia refers to the excessive lipid content in the blood plasma. A lipid profile of patient's blood plasma is the distribution in concentration of various forms lipoproteins. The structure a typical lipoprotein aggregate is as shown below. These are least dense particles having very high proportion of triacylglycerides.