When to validate commands in CQRS

1.cs

public sealed class EnrollCommand : ICommand
{
    public long StudentId { get; }
    public string Course { get; }
    public string Grade { get; }

    public EnrollCommand(long studentId, string course, string grade)
    {
        if (course == null || grade == null) // Precondition checks
            throw ArgumentException();
        
        Id = id;
        Course = course;
        Grade = grade;
    }
}

2.cs

public sealed class EnrollCommand : ICommand
{
    public long StudentId { get; }
    public string Course { get; }
    public string Grade { get; }

    /* ... */
    
    public static Result<EnrollCommand> Create(long studentId, string course, string grade)
    {
        /* Validate, return either success or failure */
    }
}

3.cs

public sealed class EnrollCommand : ICommand
{
    public long StudentId { get; }
    public string Course { get; }
    public string Grade { get; }

    public EnrollCommand(long studentId, string course, string grade)
    {
        // No invariant checks
        Id = id;
        Course = course;
        Grade = grade;
    }
}