Oil :water partition coefficients
Two places where you can find predicted values of LogP (the oil:water partitioning coefficient) are chemicalize.org and Wolfram Alpha.  Both provide a predicted value for most of the compounds you are interested in (chemicalize provides a complete set, assuming you mean betacarotene).
Examples
This link provides a direct link to the output of the cholesterol page from Chemicalize.org and shows the logP value on the left hand side (7.11)
To get the logp from Wolfram alpha you must search for logp  and then chose the predicted link that appears when no results are returned.  This link should get you to the value obtained from Wolfram Alpha (7.02).