'How do I get individual betas of components of portfolio if I have the correlation matrix

lets assume I have a portfolio of 7 stocks and the correlation matrix is shown below.

         AAPL      AMZN        GE      GOOG      MSFT      TSLA       WMT
AAPL  1.000000  0.375099  0.284080  0.433243  0.493551  0.295611  0.236871
AMZN  0.375099  1.000000  0.207204  0.592426  0.486348  0.337323  0.146736
GE    0.284080  0.207204  1.000000  0.314619  0.345414  0.221990  0.220034
GOOG  0.433243  0.592426  0.314619  1.000000  0.599558  0.330133  0.216136
MSFT  0.493551  0.486348  0.345414  0.599558  1.000000  0.299540  0.257328
TSLA  0.295611  0.337323  0.221990  0.330133  0.299540  1.000000  0.164783
WMT   0.236871  0.146736  0.220034  0.216136  0.257328  0.164783  1.000000

standard deviations of each in the list

std = [0.22,0.29,0.20,0.23,0.22,.39,.19]

is there a way to calculation Beta of individual stocks to the total portfolio using just the given information? I am assuming that I dont have any timeseries or anything to run regression etc.

correlation beta

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'How do I get individual betas of components of portfolio if I have the correlation matrix

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