I am under the belief that cholesterol levels are governed quite a bit by genetics. I had an instructor in college who was in good shape, but her cholesterol levels were always through the roof and it was a known family trait. What are the cholesterol levels of everyone else in your family?
Here is some interesting research with regards to dietary cholesterol.
Dietary Cholesterol & Atherosclerosis
Dietary Cholesterol & The Optimal Diet For Reducing The Risk To Athersclerosis